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.


Skewed Generalized T Distribution R Package

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.

Installation

Get the released version from CRAN:

install.packages("sgt")

Or the development version from github (using the 'devtools' package, which must be downloaded first if you have not done so already):

install.packages("devtools")
devtools::install_github("carterkd/sgt")

News

Reference manual

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install.packages("sgt")

2.0 by Carter Davis, 6 years ago


Browse source code at https://github.com/cran/sgt


Authors: Carter Davis


Documentation:   PDF Manual  


Task views: Probability Distributions


GPL (>= 3) license


Depends on optimx, numDeriv


Suggested by GenHMM1d.


See at CRAN