sst {tscopula}

Skew Student t distribution

Description

Skew Student t distribution

Usage

psst(q, df = 10, gamma = 1, mu = 0, sigma = 1)

qsst(p, df, gamma, mu, sigma)

dsst(x, df, gamma, mu, sigma, log = FALSE)

rsst(n, df, gamma, mu, sigma)

Arguments

q

vector of quantiles.

df

degrees of freedom.

gamma

skewness parameter.

mu

location parameter.

sigma

scale parameter.

p

vector of probabilities.

x

vector of values.

log

flag for log density.

n

number of observations.

Value

A vector of density, distribution function, quantile or random values.