https://github.com/berrij/sstudentt
A python implementation of the skewed student-t distribution
https://github.com/berrij/sstudentt
probability-distribution statistics student-t
Last synced: 3 months ago
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A python implementation of the skewed student-t distribution
- Host: GitHub
- URL: https://github.com/berrij/sstudentt
- Owner: BerriJ
- License: other
- Created: 2020-04-19T17:17:41.000Z (over 5 years ago)
- Default Branch: master
- Last Pushed: 2025-09-24T20:42:35.000Z (4 months ago)
- Last Synced: 2025-09-29T17:19:09.962Z (4 months ago)
- Topics: probability-distribution, statistics, student-t
- Language: Python
- Homepage: https://sstudentt.readthedocs.io/en/latest/
- Size: 304 KB
- Stars: 6
- Watchers: 1
- Forks: 2
- Open Issues: 1
-
Metadata Files:
- Readme: README.rst
- Changelog: HISTORY.rst
- Contributing: CONTRIBUTING.rst
- License: LICENSE
- Authors: AUTHORS.rst
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README
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================================================================================
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://cran.r-project.org/web/packages/gamlss.dist/index.html
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.
.. _Cookiecutter: https://github.com/audreyr/cookiecutter
.. _`audreyr/cookiecutter-pypackage`: https://github.com/audreyr/cookiecutter-pypackage