GIGrvg: Random Variate Generator for the GIG Distribution

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

Version:	0.7
Published:	2022-05-05
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_0.7.tar.gz
Windows binaries:	r-devel: GIGrvg_0.7.zip, r-release: GIGrvg_0.7.zip, r-oldrel: GIGrvg_0.7.zip
macOS binaries:	r-release (arm64): GIGrvg_0.7.tgz, r-oldrel (arm64): GIGrvg_0.7.tgz, r-release (x86_64): GIGrvg_0.7.tgz, r-oldrel (x86_64): GIGrvg_0.7.tgz
Old sources:	GIGrvg archive

Reverse dependencies:

Reverse depends:	ssym
Reverse imports:	BGVAR, bibs, bqror, dlbayes, factorstochvol, MBSP, mcmcsae, PRSPGx, quokar, shrinkTVP, sparsereg
Reverse linking to:	BGVAR, mcmcsae, shrinkTVP

Linking:

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