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 |
| DOI: | 10.32614/CRAN.package.sgt |
| Author: | Carter Davis |
| Maintainer: | Carter Davis <cdavis40 at chicagobooth.edu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| Materials: | README |
| In views: | Distributions |
| CRAN checks: | sgt results |
| Reference manual: | sgt.html , sgt.pdf |
| Vignettes: |
Skewed Generalized T Distribution Tree (source) |
| 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-oldrel (arm64): sgt_2.0.tgz, r-release (x86_64): sgt_2.0.tgz, r-oldrel (x86_64): sgt_2.0.tgz |
| Old sources: | sgt archive |
| Reverse imports: | GenHMM1d |
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