Skew generalized t distribution

I don’t remember why I thought I may need this distribution (see Financial Data and the Skewed Generalized T Distribution on JSTOR) but if you ever need it, here it is

And an example at

With the corresponding R code at

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I see discourse saying:

but that link shows 404

Yes it does. I updated everything for ‘.stanfunctions’ functionality. This also means you have to rename to ‘.stan’ file if you want to use it or check out the dev version of stanc3. My intention is to release the repo once the next version of Stan is out with all these capabilities in. Until then, expect things to possibly break on current or past releases of Stan.

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