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R/STmean.R
In betategarch: Simulation, Estimation and Forecasting of Beta-Skew-t-EGARCH Models
STmean <-
function(df, skew=1)
{
#(skew-1/skew) * sqrt(df) * gamma((df-1)/2)/(gamma(df/2) * sqrt(pi))
as.numeric( (skew - 1/skew) * sqrt(df) * beta((df - 1)/2, 0.5)/pi )
}
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betategarch documentation built on May 2, 2019, 10:15 a.m.
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STmean <-
function(df, skew=1)
{
#(skew-1/skew) * sqrt(df) * gamma((df-1)/2)/(gamma(df/2) * sqrt(pi))
as.numeric( (skew - 1/skew) * sqrt(df) * beta((df - 1)/2, 0.5)/pi )
}
Try the betategarch package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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