sst-functions: Functions for Symmetric Student-t distribution

In dan9401/st: Asymmetric Student t-distributions

Description

Functions for Symmetric Student-t distribution

Usage

dsst(x, mu = 0, sigma = 1, alpha = 0.5, nu = Inf, pars = NULL)

psst(q, mu = 0, sigma = 1, alpha = 0.5, nu = Inf, pars = NULL)

qsst(p, mu = 0, sigma = 1, alpha = 0.5, nu = Inf, pars = NULL)

rsst(n, mu = 0, sigma = 1, alpha = 0.5, nu = Inf, pars = NULL)

sstMoments(mu = 0, sigma = 1, alpha = 0.5, nu = Inf, pars = NULL,
  method = c("analytical", "numerical"), type = c("excess", "regular"))

sstRawMoment(n, mu = 0, sigma = 1, alpha = 0.5, nu = Inf,
  pars = NULL, method = c("analytical", "numerical"))

sstCentralMoment(n, mu = 0, sigma = 1, alpha = 0.5, nu = Inf,
  pars = NULL, method = c("analytical", "numerical"))

sstInfoMat(pars)

sstMLE(data, start_pars = c(), fixed_pars = c(), solver = c("nlminb",
  "nloptr", "Rsolnp"), solver_control = list())

Details

The SST functions are wrappers of their AST equivalent.

For most of the functions, they are implemented by simply setting nu1, nu2(AST) = nu(SST).

For sstFit, it is implemented by setting symmetric = TRUE.

dan9401/st documentation built on Sept. 5, 2020, 5:16 a.m.