GIGrvg: Random Variate Generator for the GIG Distribution

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

Version: 0.4
Published: 2015-07-17
Author: Josef Leydold and Wolfgang Hormann
Maintainer: Josef Leydold <josef.leydold at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: NEWS
In views: Distributions
CRAN checks: GIGrvg results


Reference manual: GIGrvg.pdf
Package source: GIGrvg_0.4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: GIGrvg_0.4.tgz, r-oldrel: GIGrvg_0.4.tgz
Old sources: GIGrvg archive

Reverse dependencies:

Reverse depends: BayesGESM, ssym
Reverse imports: factorstochvol, sparsereg


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