Hi, I’m building a model where I need the lcdf of a skew-t. Below is the pdf form of Skew-t, [image] Azzalini develops this function in R in package sn with the name of pst. If anyone can help me write this lcdf in stan I would appreciate it a lot.

[image] Skew T distribution in Stan Modeling I have the generalized_skew_t lpdf and lcdf functions at helpful_stan_functions/skew_generalized_t.stanfunctions at main · spinkney/helpful_stan_functions · GitHub . These reduce to skew T by setting p = 2. However, it appears t…

Thanks but the parameterization I use has -Inf <lambda <Inf. I forgot to inform you that [image] If anyone else can help me I’ll appreciate it.

Skew-t Distribution LPDF

Modeling

spinkney January 6, 2022, 1:10am 2

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Skew-t Distribution LPDF

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