Publisher review:NIG MCMC fit implements the Gibbs scheme of Karlis and Lillestol Gibbs sampler for sampling from the invariance Normal Inverse Gaussian distribution. (Bayesian scheme of Karlis & Lillestol (2004)) Requirements: ยท MATLAB Release: R14
NIG MCMC fit is a Matlab script for Statistics and Probability scripts design by Panagiotis Braimakis.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Operating system:Windows / Linux / Mac OS / BSD / Solaris