dst {sn} | R Documentation |
Density function, distribution function and random number generation for the skew-t (ST) distribution.
dst(x, location=0, scale=1, shape=0, df=Inf, log=FALSE) dst(x, dp=, log=FALSE) pst(x, location=0, scale=1, shape=0, df=Inf, ...) pst(x, dp=, log=FALSE) qst(p, location=0, scale=1, shape=0, df=Inf, tol=1e-8, ...) qst(x, dp=, log=FALSE) rst(n=1, location=0, scale=1, shape=0, df=Inf) rst(x, dp=, log=FALSE)
x |
vector of quantiles. Missing values (NA s) are allowed.
|
p |
vector of probabililities |
location |
vector of location parameters. |
scale |
vector of (positive) scale parameters. |
shape |
vector of shape parameters. With pst and qst ,
it must be of length 1.
|
df |
degrees of freedom (scalar); default is df=Inf which corresponds
to the skew-normal distribution.
|
dp |
a vector of length 4, whose elements represent location, scale (positive),
shape and df, respectively. If dp is specified, this overrides the
specification of the other parameters.
|
n |
sample size. |
log |
logical; if TRUE, densities are given as log-densities. |
tol |
a scalar value which regulates the accuracy of the result of
qsn .
|
... |
additional parameters passed to integrate .
|
Density (dst
), probability (pst
), quantiles (qst
)
and random sample (rst
) from the skew-t distribution with given
location
, scale
, shape
and df
parameters.
The family of skew-t distributions is an extension of the Student's t
family, via the introduction of a shape
parameter which regulates
skewness; when shape=0
, the skew-t distribution reduces to the
usual Student's t distribution. When df=Inf
, it reduces to the
skew-normal distribution. A multivariate version of the distribution exists.
See the reference below for additional information.
Azzalini, A. and Capitanio, A. (2003). Distributions generated by perturbation of symmetry with emphasis on a multivariate skew-t distribution. J.Roy. Statist. Soc. B 65, 367–389.
pdf <- dst(seq(-4,4,by=0.1), shape=3, df=5) rnd <- rst(100, 5, 2, -5, 8) q <- qst(c(0.25,0.5,0.75), shape=3, df=5) pst(q, shape=3, df=5) # must give back c(0.25,0.5,0.75)