| moment2st {param2moment} | R Documentation |
Solve Skew-t Parameters from Moments
Description
Solve skew-t parameters from mean, standard deviation, skewness and kurtosis.
Usage
moment2st(mean = 0, sd = 1, skewness, kurtosis)
moment2t_demo(sd = 1, kurtosis)
Arguments
mean |
numeric scalar, mean |
sd |
numeric scalar, standard deviation |
skewness |
numeric scalar |
kurtosis |
numeric scalar |
Details
Function moment2st solves the
location \xi, scale \omega, slant \alpha
and degree of freedom \nu parameters of skew-t distribution,
from user-specified mean \mu (default 0), standard deviation \sigma (default 1),
skewness and kurtosis.
An educational and demonstration function moment2t_demo solves
(\omega, \nu) parameters of t-distribution,
from user-specified \sigma and kurtosis.
This is a non-skewed distribution, thus
the location parameter \xi=\mu=0, and the slant parameter \alpha=0.
Value
Function moment2st returns a length-4 numeric vector
(\xi, \omega, \alpha, \nu).
Function moment2t_demo returns a length-2
numeric vector (\omega, \nu).
Examples
moment2st(skewness = .2, kurtosis = .3)
moment2t_demo(kurtosis = .3)