skewtParsToMoments: Conversion between parametrizations of a skew-t distribution
In chindhanai/skewtInfo: Skew-t Information Matrix Computation
Description
Usage
Arguments
Value
Author(s)
Examples
View source: R/skewtParsToMoments.R
Description
Compute the mean, standard deviation, skewness
and excess kurtosis of the skew-t distribution from the parameters
Usage
1
Arguments
dp
a skew-t direct parameter
Value
A vector of the mean, standard deviation, skewness
and excess kurtosis
Author(s)
Chindhanai Uthaisaad
Examples
1
2
3
4
require("sn")
data("Dreturns")
dp <- st.mple(y = Dreturns, penalty = "Qpenalty")$dp
skewtParsToMoments(dp)
chindhanai/skewtInfo documentation built on Sept. 17, 2019, 7:20 a.m.
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Description Usage Arguments Value Author(s) Examples
View source: R/skewtParsToMoments.R
Description
Compute the mean, standard deviation, skewness and excess kurtosis of the skew-t distribution from the parameters
Usage
1 |
Arguments
dp |
a skew-t direct parameter |
Value
A vector of the mean, standard deviation, skewness and excess kurtosis
Author(s)
Chindhanai Uthaisaad
Examples
1 2 3 4 | require("sn")
data("Dreturns")
dp <- st.mple(y = Dreturns, penalty = "Qpenalty")$dp
skewtParsToMoments(dp)
|
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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