st.cumulants {sn} | R Documentation |
Cumulants of the skew-t distribution.
st.cumulants(shape=0, df=Inf, n=4)
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. |
Expressions of the moments and other details on the skew-t distribution are given in the refence below.
the cumulants up to order n
of the skew-t distribution
with the selected parameters.
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.
cum <- st.cumulants(shape=3, df=5)