James C. McGrath (JCM@BrooksCapitalGroup.com)
2011-Apr-21 19:18 UTC
[R] usage of dsstd function in fGarch package
Good afternoon, I have a question about the use of the dsstd() function; The documentation provides an example: dsstd(x, mean = 0, sd = 1, nu = 5, xi = 1.5) where: mean, sd, nu, xi are the location parameter mean, scale parameter sd, shape parameter nu, skewness parameter xi Skewness can be <0, but if you put in a negative value for xi, the function returns an array of negative y's, which doesn't seem to be correct. Am I misusing this function? Regards, James [[alternative HTML version deleted]]