The Skew Hyperbolic Student t-Distribution

Functions are provided for the density function, distribution function, quantiles and random number generation for the skew hyperbolic t-distribution. There are also functions that fit the distribution to data. There are functions for the mean, variance, skewness, kurtosis and mode of a given distribution and to calculate moments of any order about any centre. To assess goodness of fit, there are functions to generate a Q-Q plot, a P-P plot and a tail plot.


Reference manual

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0.4-0 by David Scott, 2 years ago

Browse source code at

Authors: David Scott <[email protected]> , Fiona Grimson

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL (>= 2) license

Imports grDevices, graphics, stats, DistributionUtils, GeneralizedHyperbolic

Suggests RUnit

Imported by Wrapped, rugarch.

Suggested by DistributionUtils, GeneralizedHyperbolic, fitteR, kdensity.

See at CRAN