GIGrvg: Random Variate Generator for the GIG Distribution

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

Version: 0.8
Published: 2023-03-22
DOI: 10.32614/CRAN.package.GIGrvg
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_0.8.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): GIGrvg_0.8.tgz, r-oldrel (arm64): GIGrvg_0.8.tgz, r-release (x86_64): GIGrvg_0.8.tgz, r-oldrel (x86_64): GIGrvg_0.8.tgz
Old sources: GIGrvg archive

Reverse dependencies:

Reverse depends: ssym
Reverse imports: bayesianVARs, BGVAR, bibs, bqror, bspcov, bsvars, dlbayes, factorstochvol, MBSP, mcmcsae, mixbox, mtarm, NVCSSL, PRSPGx, SAGM, shrinkTVP, sparsereg
Reverse linking to: BGVAR, mcmcsae, shrinkTVP


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