GIGrvg: Random Variate Generator for the GIG Distribution

Generator and density function for the Generalized Inverse Gaussian (GIG) distribution.

Version: 0.8
Published: 2023-03-22
DOI: NA
Author: Josef Leydold and Wolfgang Hormann
Maintainer: Josef Leydold <josef.leydold at wu.ac.at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: NEWS
In views: Distributions
CRAN checks: GIGrvg results

Documentation:

Reference manual: GIGrvg.pdf

Downloads:

Package source: GIGrvg_0.8.tar.gz
Windows binaries: r-devel: GIGrvg_0.8.zip, r-release: GIGrvg_0.8.zip, r-oldrel: GIGrvg_0.8.zip
macOS binaries: r-release (arm64): GIGrvg_0.8.tgz, r-oldrel (arm64): GIGrvg_0.8.tgz, r-release (x86_64): GIGrvg_0.8.tgz, r-oldrel (x86_64): GIGrvg_0.8.tgz
Old sources: GIGrvg archive

Reverse dependencies:

Reverse depends: ssym
Reverse imports: bayesianVARs, BGVAR, bibs, bqror, bspcov, bsvars, dlbayes, factorstochvol, MBSP, mcmcsae, mixbox, mtarm, NVCSSL, PRSPGx, SAGM, shrinkTVP, sparsereg
Reverse linking to: BGVAR, mcmcsae, shrinkTVP

Linking:

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