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param2moment (version 0.1.3)

moment2st: Solve Skew-\(t\) Parameters from Moments

Description

Solve skew-\(t\) parameters from mean, standard deviation, skewness and kurtosis.

Usage

moment2st(mean = 0, sd = 1, skewness, kurtosis)

moment2t_demo(sd = 1, kurtosis)

Value

Function moment2st() returns a length-4 numeric

vector

\((\xi, \omega, \alpha, \nu)\).

Function moment2t_demo() returns a length-2 numeric

vector

\((\omega, \nu)\).

Arguments

mean

numeric scalar, mean \(\mu\), default value 0

sd

numeric scalar, standard deviation \(\sigma\), default value 1

skewness

numeric scalar

kurtosis

numeric scalar

Details

Function moment2st() solves the location \(\xi\), scale \(\omega\), slant \(\alpha\) and degree of freedom \(\nu\) parameters of skew-\(t\) distribution, from user-specified mean \(\mu\) (default 0), standard deviation \(\sigma\) (default 1), skewness and kurtosis.

An educational and demonstration function moment2t_demo solves \((\omega, \nu)\) parameters of \(t\)-distribution, from user-specified \(\sigma\) and kurtosis. This is a non-skewed distribution, thus the location parameter \(\xi=\mu=0\), and the slant parameter \(\alpha=0\).

Examples

Run this code
moment2st(skewness = .2, kurtosis = .3)

moment2t_demo(kurtosis = .3)

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