STd {distrRmetrics} R Documentation

## Generating function for standardized T distribution class

### Description

Generates a scaled object of class "Td"; the scale (sd) is chosen such that STd(nu=3, sd=1) has variance 1 independently from the degrees of freedom nu. This object is of class "AffLinAbscontDistribution".

### Usage

STd(mean = 0, sd = 1, nu = 5)

### Arguments

 mean real number: location parameter of the STd distribution. sd positive real number: scale parameter of the STd distribution nu real number larger than 2: degree of freedom parameter of the STd distribution.

### Value

Object of class "STd"

### Note

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

### Author(s)

Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de

dstd, AbscontDistribution-class
(ST <- STd(mean = 1, sd = 1, nu = 3))