Generates a scaled object of class
the scale (sd) is chosen such that
STd(nu=3, sd=1) has variance 1
independently from the degrees of freedom
nu. This object
is of class
real number: location parameter of the STd distribution.
positive real number: scale parameter of the STd distribution
real number larger than 2: degree of freedom parameter of the STd distribution.
Object of class
This class is based on the code provided by the package fGarch by Diethelm Wuertz
Peter Ruckdeschel [email protected]
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