A python implementation of the skewed student-t distribution.
This package implements the skewed student-t distribution in python. Parameterized as described in Wurtz et. al (2006) 1. An implementation in R is already existent 2.
Features
Evaluate the density function
Evaluate the cumulative distribution function
Evaluate the quantile function
Generate random numbers
References
- 1
Wurtz, Y. Chalabi, and L. Luksan. Parameter estimation of arma models with garch/aparch errors. an r and splus software implementation. Journal of Statistical Software, 2006.
- 2
R Implementation: https://www.gamlss.com/wp-content/uploads/2018/01/DistributionsForModellingLocationScaleandShape.pdf
Licence
Free software: GNU General Public License v3
Documentation
Documentation: https://sstudentt.readthedocs.io.
This package was created with Cookiecutter and the audreyr/cookiecutter-pypackage project template.