Lillestol software
Lillestol
Added: August 27, 2013 | Visits: 339
Gibbs sampler for sampling from the invariance Normal Inverse Gaussian distribution. (Bayesian scheme of Karlis & Lillestol (2004))
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (49): NIG MCMC fit Download |