dest {ExtremalDep} | R Documentation |
Univariate extended skew-t distribution
Description
Density function, distribution function for the univariate extended skew-t (EST) distribution.
Usage
dest(x, location=0, scale=1, shape=0, extended=0, df=Inf)
pest(x, location=0, scale=1, shape=0, extended=0, df=Inf)
Arguments
x |
quantile. |
location |
location parameter. |
scale |
scale parameter; must be positive. |
shape |
skewness parameter. |
extended |
extension parameter. |
df |
a single positive value representing the degrees of freedom;
it can be non-integer. Default value is |
Value
density (dest
), probability (pest
) from the extended skew-t distribution with given
location
, scale
, shape
, extended
and df
parameters or from the skew-t if extended=0
.
If shape=0
and extended=0
then the t distribution is recovered.
Author(s)
Simone Padoan, simone.padoan@unibocconi.it, https://faculty.unibocconi.it/simonepadoan/; Boris Beranger, borisberanger@gmail.com https://www.borisberanger.com;
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.
Azzalini, A. with the collaboration of Capitanio, A. (2014). The Skew-normal and Related Families. Cambridge University Press, IMS Monographs series.
Examples
dens1 <- dest(x=1, shape=3, extended=2, df=1)
dens2 <- dest(x=1, shape=3, df=1)
dens3 <- dest(x=1, df=1)
dens4 <- dt(x=1, df=1)
prob1 <- pest(x=1, shape=3, extended=2, df=1)
prob2 <- pest(x=1, shape=3, df=1)
prob3 <- pest(x=1, df=1)
prob4 <- pt(q=1, df=1)