sgt: Skewed Generalized T Distribution Tree

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Density, distribution function, quantile function and random generation for the skewed generalized t distribution. This package also provides a function that can fit data to the skewed generalized t distribution using maximum likelihood estimation.

Author
Carter Davis
Date of publication
2015-09-04 01:00:18
Maintainer
Carter Davis <cdavis40@chicagobooth.edu>
License
GPL (>= 3)
Version
2.0

View on CRAN

Man pages

sgt
The Skewed Generalized T Distribution
sgtmle
Maximum Likelihood Estimation with the Skewed Generalized T...
summarysgtest
Summary the Maximum-Likelihood Estimation with the Skewed...

Files in this package

sgt
sgt/inst
sgt/inst/doc
sgt/inst/doc/sgt.pdf
sgt/inst/doc/sgt.Rnw
sgt/NAMESPACE
sgt/R
sgt/R/SGTMLE.R
sgt/R/InternalSGED.R
sgt/R/SGT.R
sgt/R/InternalUNIF.R
sgt/R/InternalSGT.R
sgt/vignettes
sgt/vignettes/graphics
sgt/vignettes/graphics/SGT_tree.png
sgt/vignettes/graphics/p.png
sgt/vignettes/graphics/sigma.png
sgt/vignettes/graphics/q.png
sgt/vignettes/graphics/lambda.png
sgt/vignettes/graphics/mu.png
sgt/vignettes/sgt.Rnw
sgt/README.md
sgt/MD5
sgt/build
sgt/build/vignette.rds
sgt/DESCRIPTION
sgt/man
sgt/man/sgt.Rd
sgt/man/summarysgtest.Rd
sgt/man/sgtmle.Rd