View source: R/Distributions.R
dest | R Documentation |
Density function, distribution function for the univariate extended skew-t (EST) distribution.
dest(x, location = 0, scale = 1, shape = 0, extended = 0, df = Inf)
pest(x, location = 0, scale = 1, shape = 0, extended = 0, df = Inf)
x |
quantile. |
location |
location parameter. |
scale |
scale parameter; must be positive. |
shape |
skewness parameter. |
extended |
extension parameter. |
df |
a single positive value representing the degrees of freedom;
it can be non-integer. Default value is |
density (dest
), probability (pest
) from the extended skew-t distribution with given
location
, scale
, shape
, extended
and df
parameters or from the skew-t if extended = 0
.
If shape = 0
and extended = 0
then the t distribution is recovered.
Simone Padoan, simone.padoan@unibocconi.it, https://faculty.unibocconi.it/simonepadoan/; Boris Beranger, borisberanger@gmail.com https://www.borisberanger.com;
Azzalini, A. and Capitanio, A. (2003). Distributions generated by perturbation of symmetry with emphasis on a multivariate skew-t distribution. J.Roy. Statist. Soc. B 65, 367–389.
Azzalini, A. with the collaboration of Capitanio, A. (2014). The Skew-normal and Related Families. Cambridge University Press, IMS Monographs series.
dens1 <- dest(x = 1, shape = 3, extended = 2, df = 1)
dens2 <- dest(x = 1, shape = 3, df = 1)
dens3 <- dest(x = 1, df = 1)
dens4 <- dt(x = 1, df = 1)
prob1 <- pest(x = 1, shape = 3, extended = 2, df = 1)
prob2 <- pest(x = 1, shape = 3, df = 1)
prob3 <- pest(x = 1, df = 1)
prob4 <- pt(q = 1, df = 1)
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