Class to generate random observations from a generalized hyperbolic distribution using normal variance-mean mixture of generalized inverse Gaussian distribution.
Constructor
import std.algorithm : map; import std.range; auto rng = new GeneralizedHyperbolicRNG!double(rndGen, 1.1, 1.1, 1.1, 1.1); auto sample = rng.map!(x => x + 4).take(9).array;
distribution.params
See Implementation
Class to generate random observations from a generalized hyperbolic distribution using normal variance-mean mixture of generalized inverse Gaussian distribution.