skewed_t_dens {sstvars}R Documentation

The density function of the univariate skewed t distribution

Description

skewed_t_dens calculates the density of the univariate skewed t distribution described in Hansen (1994).

Usage

skewed_t_dens(y, nu, lambda)

Arguments

y

a numeric vector containing the values at which the density is to be evaluated.

nu

the degrees of freedom parameter value, a numeric scalar strictly larger than two.

lambda

the skewness parameter value, a numeric scalar strictly between -1 and 1.

Details

See Hansen (1994, Section 2.4) for the details of the skewed t distribution.

Value

Returns a numeric vector of the same length as y containing the density values.

References


[Package sstvars version 1.1.0 Index]