GIGrvg
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Software:41505
swMATH29791CRANGIGrvgMaRDI QIDQ41505FDOQ41505
Random Variate Generator for the GIG Distribution
Last update: 22 March 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 0.8
Source code repository: https://github.com/cran/GIGrvg
Cited In (22)
- bspcov
- SAGM
- bayesianVARs
- A skew factor analysis model based on the normal mean–variance mixture of Birnbaum–Saunders distribution
- Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution
- ssym
- MBSP
- shrinkTVP
- factorstochvol
- Sparse Bayesian time-varying covariance estimation in many dimensions
- Achieving shrinkage in a time-varying parameter model framework
- bqror
- mixbox
- mcmcsae
- bsvars
- PRSPGx
- bibs
- NVCSSL
- dlbayes
- Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership
- sparsereg
- BGVAR
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