This package implements the skewed student-t distribution in python. Parameterized as described in Wurtz et. al (2006) [1]. An implementation in R is already existent [2].
- Evaluate the density function
- Evaluate the cumulative distribution function
- Evaluate the quantile function
- Generate random numbers
| [1] | Wurtz, Y. Chalabi, and L. Luksan. Parameter estimation of arma models with garch/aparch errors. an r and splus software implementation. Journal of Statistical Software, 2006. |
| [2] | R Implementation: https://cran.r-project.org/web/packages/gamlss.dist/index.html |
Free software: GNU General Public License v3
Documentation: https://sstudentt.readthedocs.io.
This package was created with Cookiecutter and the audreyr/cookiecutter-pypackage project template.