STd: Generating function for standardized T distribution class

Description Usage Arguments Value Note Author(s) See Also Examples

Description

Generates a scaled object of class "Td"; 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 "AffLinAbscontDistribution".

Usage

1
STd(mean = 0, sd = 1, nu = 5)

Arguments

mean

real number: location parameter of the STd distribution.

sd

positive real number: scale parameter of the STd distribution

nu

real number larger than 2: degree of freedom parameter of the STd distribution.

Value

Object of class "STd"

Note

This class is based on the code provided by the package fGarch by Diethelm Wuertz

Author(s)

Peter Ruckdeschel [email protected]

See Also

dstd, AbscontDistribution-class

Examples

1
2
(ST <- STd(mean = 1, sd = 1, nu = 3))
plot(ST)

distrRmetrics documentation built on May 2, 2019, 4:46 p.m.