Skewed distribution

Modeling
15 
library(rstan)
scode <- "
data {
  real<lower=1> nu;
  real alpha;
}
transformed data {
  real sqrt_nu = sqrt(nu);
}
parameters {
  real<lower=0> V;
  real Z;
}
transformed parameters {
  real T = Z * sqrt(V) * sqrt_nu;
}
model {
  V ~ inv_chi_square(nu); 
  Z ~ skew_normal(0, 1, alpha);
 }
"

foo_data <- list(nu = 4, alpha = 1)

foo <- stan(model_code = scode, data = foo_data, chains = 1, iter = 4000, control=list(adapt_delta=0.8))
T <- extract(foo)$T