sgt

Skewed Generalized T Distribution R Package

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.

Installation

Get the released version from CRAN:

install.packages("sgt")

Or the development version from github (using the 'devtools' package, which must be downloaded first if you have not done so already):

install.packages("devtools")
devtools::install_github("carterkd/sgt")