sst: Skew Student t distribution

In tscopula: Time Series Copula Models

Skew Student t distribution

Description

Skew Student t distribution

Usage

psst(q, df = 10, gamma = 1, mu = 0, sigma = 1)

qsst(p, df, gamma, mu, sigma)

dsst(x, df, gamma, mu, sigma, log = FALSE)

rsst(n, df, gamma, mu, sigma)

Arguments

q	vector of quantiles.
df	degrees of freedom.
gamma	skewness parameter.
mu	location parameter.
sigma	scale parameter.
p	vector of probabilities.
x	vector of values.
log	flag for log density.
n	number of observations.

Value

A vector of density, distribution function, quantile or random values.

tscopula documentation built on May 29, 2024, 5:53 a.m.