sgt: Skewed Generalized T Distribution Tree

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.

Install the latest version of this package by entering the following in R:
install.packages("sgt")
AuthorCarter Davis
Date of publication2015-09-04 01:00:18
MaintainerCarter Davis <cdavis40@chicagobooth.edu>
LicenseGPL (>= 3)
Version2.0

View on CRAN

Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.