Random Variate Generator for the GIG Distribution

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


Version 0.5: 2017-06-09

- registered native routines

Version 0.4: 2015-07-17

- fixed some issues in DESCRIPTION

Version 0.3: 2014-05-12

- Created new low level C function do_rgig() which 
  is also callable from other packages. 
  This function 
   (a) does NOT take care of getting/setting RNGstate, and
   (b) takes int, double, double, double instead of 
       SEXP, SEXP, SEXP, SEXP as arguments. 
  Please use do_rgig() only if you manually get/set RNGstate
  within the C-function calling it.

Version 0.2: 2014-02-06

- Made C function rgig() callable from other packages
      (see doc/README).

Version 0.1: 2013-05-27

    - First public release.

Reference manual

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0.5 by Josef Leydold, 4 years ago

Browse source code at https://github.com/cran/GIGrvg

Authors: Josef Leydold and Wolfgang Hormann

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL (>= 2) license

Imported by BGVAR, NormalBetaPrime, bqror, dlbayes, factorstochvol, mcmcsae, mfbvar, quokar, shrinkTVP, sparsereg.

Depended on by BayesGESM, IGG, MBSP, ssym.

See at CRAN