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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")These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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