sn (version 0.33)

st.cumulants: Cumulants of the skew-t distribution

Description

Cumulants of the skew-t distribution.

Usage

st.cumulants(shape=0, df=Inf, n=4)

Arguments

shape

shape parameter (scalar).

df

degrees of freedom (scalar); default is df=Inf which corresponds to the skew-normal distribution.

n

a scalar integer, from 1 to 4.

Value

• the cumulants up to order n of the skew-t distribution with the selected parameters.

Details

Expressions of the moments and other details on the skew-t distribution are given in the refence below.

References

Azzalini, A. and Capitanio, A. (2003). Distributions generated by perturbation of symmetry with emphasis on a multivariate skew-t distribution. J.Roy. Statist. Soc. B 65, 367--389.

See Also

sn.cumulants,dst

Examples

cum <- st.cumulants(shape=3, df=5)