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sgt

Skewed Generalized T Distribution Tree

Installation

About

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.

Key Metrics

Version 2.0
R ≥ 3.0.0
Published 2015-09-04 3156 days ago
Needs compilation? no
License GPL (≥ 3)
CRAN checks sgt results

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Maintainer

Maintainer

Carter Davis

cdavis40@chicagobooth.edu

Authors

Carter Davis

Material

README
Reference manual
Package source

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Skewed Generalized T Distribution Tree

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

sgt archive

Depends

R ≥ 3.0.0
optimx ≥ 2013.8.7
numDeriv ≥ 2014.2-1

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