param2moment (version 0.1.3)

moment_st: Moments of Skew-\(t\) Distribution

Description

Moments of skew-\(t\) distribution, parameter nomenclature follows dst function.

Usage

moment_st(xi = 0, omega = 1, alpha = 0, nu = Inf)

Value

Function moment_st() returns a moment object.

Arguments

xi

numeric scalar or vector, location parameter \(\xi\)

omega

numeric scalar or vector, scale parameter \(\omega\)

alpha

numeric scalar or vector, slant parameter \(\alpha\)

nu

numeric scalar or vector, degree of freedom \(\nu\)

References

Raw moments of skew-\(t\): https://arxiv.org/abs/0911.2342

Examples

xi = 2; omega = 1.3; alpha = 3; nu = 6
curve(sn::dst(x, xi = xi, omega = omega, alpha = alpha, nu = nu), from = 0, to = 6)
moment_st(xi, omega, alpha, nu)