sgt: Skewed Generalized T Distribution Tree

Density, distribution function, quantile function and random generation for the skewed generalized t distribution. This package also provides a function that can fit data to the skewed generalized t distribution using maximum likelihood estimation.

Version: 2.0
Depends: R (≥ 3.0.0), optimx (≥ 2013.8.7), numDeriv (≥ 2014.2-1)
Published: 2015-09-04
Author: Carter Davis
Maintainer: Carter Davis <cdavis40 at chicagobooth.edu>
License: GPL (≥ 3)
NeedsCompilation: no
Materials: README
In views: Distributions
CRAN checks: sgt results

Documentation:

Reference manual: sgt.pdf
Vignettes: Skewed Generalized T Distribution Tree

Downloads:

Package source: sgt_2.0.tar.gz
Windows binaries: r-devel: sgt_2.0.zip, r-release: sgt_2.0.zip, r-oldrel: sgt_2.0.zip
macOS binaries: r-release (arm64): sgt_2.0.tgz, r-release (x86_64): sgt_2.0.tgz, r-oldrel: sgt_2.0.tgz
Old sources: sgt archive

Reverse dependencies:

Reverse suggests: GenHMM1d

Linking:

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