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NIG MCMC fit

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Gibbs sampler for sampling from the invariance Normal Inverse Gaussian distribution. (Bayesian scheme of Karlis & Lillestol (2004))

Free download from Shareware Connection - Gibbs sampler for sampling from the invariance Normal Inverse Gaussian distribution.

Publisher: Panagiotis Braimakis | License: Shareware
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 22-04-2013 | Rating: 0 | Title: NIG MCMC fit

Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/8557/1/unimcmc.m

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