moment_st {param2moment}

Moments of Skew-t Distribution

Description

Moments of skew-t distribution, parameter nomenclature follows dst function.

Usage

moment_st(xi = 0, omega = 1, alpha = 0, nu = Inf)

Arguments

xi

numeric scalar or vector, location parameter \xi

omega

numeric scalar or vector, scale parameter \omega

alpha

numeric scalar or vector, slant parameter \alpha

nu

numeric scalar or vector, degree of freedom \nu

Value

Function moment_st returns a moment object.

References

Raw moments of skew-t: https://arxiv.org/abs/0911.2342

Examples

xi = 2; omega = 1.3; alpha = 3; nu = 6
curve(sn::dst(x, xi = xi, omega = omega, alpha = alpha, nu = nu), from = 0, to = 6)
moment_st(xi, omega, alpha, nu)