st.cumulants {sn}R Documentation

Cumulants of the skew-t distribution

Description

Cumulants of the skew-t distribution.

Usage

st.cumulants(shape=0, df=Inf, n=4)

Arguments

shape shape parameter (scalar).
df degrees of freedom (scalar); default is df=Inf which corresponds to the skew-normal distribution.
n a scalar integer, from 1 to 4.

Details

Expressions of the moments and other details on the skew-t distribution are given in the refence below.

Value

the cumulants up to order n of the skew-t distribution with the selected parameters.

References

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.

See Also

sn.cumulants,dst

Examples

cum <- st.cumulants(shape=3, df=5)

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