SSTd | R Documentation |
Generates an object of class "SSTd"
.
SSTd(mean = 0, sd = 1, nu = 5, xi = 1.5)
mean |
real number: location parameter of the SSTd distribution. |
sd |
positive real number: scale parameter of the SSTd distribution |
xi |
positive real number: shape parameter of the SSTd distribution. |
nu |
real number larger than 2: degree of freedom parameter of the SSTd distribution. |
Object of class "SSTd"
This class is based on the code provided by the package fGarch by Diethelm Wuertz
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
dsstd
, AbscontDistribution-class
(ST <- SSTd(mean = 1, sd = 1, xi = 0.5))
plot(ST)
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