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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
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:

Please use the canonical form https://CRAN.R-project.org/package=GIGrvg to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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