[SciPy-Dev] added normal inverse gaussian distribution to scipy.stats
Christoph Baumgarten
christoph.baumgarten at gmail.com
Mon Nov 20 02:41:16 EST 2017
Hi,
I added the normal inverse gaussian distribution that is popular in
financial mathematics:
https://github.com/scipy/scipy/pull/8171
it is based on an old pull request #2648, main improvement is the addition
of the rvs method that allows the generation of random samples without
relying on the slow ppf method.
Happy to get some feedback.
Christoph
P.S. Travis CI build still fails, I hope it is something easy to fix...
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