Skewed Generalized T Distribution R Package
Density, distribution function, quantile function and random generation for the skewed generalized t distribution. This package also provides a function that can fit data to the skewed generalized t distribution using maximum likelihood estimation.
Get the released version from CRAN:
install.packages("sgt")Or the development version from github (using the 'devtools' package, which must be downloaded first if you have not done so already):
install.packages("devtools")
devtools::install_github("carterkd/sgt")