GIGrvg: Random Variate Generator for the GIG Distribution

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

Package details

AuthorJosef Leydold and Wolfgang Hormann
MaintainerJosef Leydold <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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GIGrvg documentation built on March 31, 2023, 11:39 p.m.