SSTd {distrRmetrics}

Generating function for SSTd-class

Description

Generates an object of class "SSTd".

Usage

SSTd(mean = 0, sd = 1, nu = 5, xi = 1.5)

Arguments

mean

real number: location parameter of the SSTd distribution.

sd

positive real number: scale parameter of the SSTd distribution

xi

positive real number: shape parameter of the SSTd distribution.

nu

real number larger than 2: degree of freedom parameter of the SSTd distribution.

Value

Object of class "SSTd"

Note

This class is based on the code provided by the package fGarch by Diethelm Wuertz

Author(s)

Peter Ruckdeschel [e-mail]

See Also

dsstd, AbscontDistribution-class

Examples

(ST <- SSTd(mean = 1, sd = 1, xi = 0.5))
plot(ST)