Esitmation of multivariate generalized hyperbolic distributions (mghd) in matlab

The following Matlab project contains the source code and Matlab examples used for esitmation of multivariate generalized hyperbolic distributions (mghd). I have tested this code for a 15-dim MGHD PDF. Please take a look at the README for further details.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
license.txt 1311
debugmsg.m 605
l2max_mcecm_clam.m 1006
multiGH_mcecm_clam_fit.m 6187
multiGH_randvar.m 1115
multiGH_test.m 1582
README 492