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betategarch (version 2.0)

dst: Skewed t density

Description

A skewed t density based on the Fernandez and Steel (1998) skewing method.

Usage

dst(y, df = 10, sd = 1, skew = 1, log = FALSE)

Arguments

y
numeric vector of quantiles
df
degrees of freedom, greater than 0 and less than Inf
sd
scale, greater than 0 and less than Inf
skew
skewness, greater than 0 and less than Inf. Symmetry obtains when skew = 1 (default).
log
logical, TRUE or FALSE (default). TRUE returns the natural log of the density value, FALSE returns the density value.

Value

  • A numeric value, either the density value or the natural log of the density value.

Details

Empty

References

Fernandez and Steel (1998), 'On Bayesian Modeling of Fat Tails and Skewness', Journal of the American Statistical Association 93, pp. 359-371. Harvey and Sucarrat (2012), 'EGARCH models with fat tails, skewness and leverage', Cambridge Working Papers in Economics 1236, Faculty of Economics, University of Cambridge.

See Also

rst, st.mean