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Skewed Generalized T Distribution #2

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azev77 opened this issue Jun 25, 2020 · 1 comment
Open

Skewed Generalized T Distribution #2

azev77 opened this issue Jun 25, 2020 · 1 comment
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enhancement New feature or request
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@azev77
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azev77 commented Jun 25, 2020

Unless I missed it, I don't think your guide has the Skewed Generalized T Distribution, a 5-parameter distribution that nests:
skewed generalized error distribution,
the generalized t distribution,
skewed t,
skewed Laplace distribution,
generalized error distribution,
skewed normal distribution,
student t distribution,
skewed Cauchy distribution,
Laplace distribution,
uniform distribution,
normal distribution,
Cauchy distribution

https://cran.r-project.org/web/packages/sgt/vignettes/sgt.pdf

@gecrooks gecrooks added the enhancement New feature or request label Jun 25, 2020
@gecrooks gecrooks added this to the v1.1 milestone Jun 25, 2020
@gecrooks
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Thanks, I did miss that one.

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