gigrnd(P, a, b, sampleSize)
Versione 1.1.0.0 (3,02 KB) da
Statovic
Implementation of new Devroye algorithm for sampling from the GIG(p,a,b) distribution.
Implementation of the Devroye (2014) algorithm for sampling from the generalized inverse Gaussian (GIG) distribution.
References:
L. Devroye
Random variate generation for the generalized inverse Gaussian distribution
Statistics and Computing, Vol. 24, pp. 239-246, 2014.
Cita come
Statovic (2024). gigrnd(P, a, b, sampleSize) (https://www.mathworks.com/matlabcentral/fileexchange/53594-gigrnd-p-a-b-samplesize), MATLAB Central File Exchange. Recuperato .
Compatibilità della release di MATLAB
Creato con
R2015a
Compatibile con qualsiasi release
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