index
number from the interval (0, 2]. An index of 2 corresponds to the normal, 1 to the Cauchy. Smaller values mean longer tails.
skewness
number giving the modified skewness. Negative values correspond to skewness to the left (the median is smaller than the mean, if it exists), and positive values correspond to skewness to the right (the median is larger than the mean). The absolute value o