[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...
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://mail.python.org/pipermail/scipy-dev/attachments/20171120/aafcdbe6/attachment.html>


More information about the SciPy-Dev mailing list