GIGrvg: Random Variate Generator for the GIG Distribution

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

Version: 0.5
Published: 2017-06-10
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_0.5.tar.gz
Windows binaries: r-devel:, r-devel-UCRT:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): GIGrvg_0.5.tgz, r-release (x86_64): GIGrvg_0.5.tgz, r-oldrel: GIGrvg_0.5.tgz
Old sources: GIGrvg archive

Reverse dependencies:

Reverse depends: BayesGESM, IGG, MBSP, ssym
Reverse imports: BGVAR, bqror, dlbayes, factorstochvol, mcmcsae, mfbvar, NormalBetaPrime, quokar, shrinkTVP, sparsereg
Reverse linking to: BGVAR, mcmcsae, shrinkTVP


Please use the canonical form to link to this page.