Hi, Is there a function in R that I can use to fit the data with skew t distribution? Speaking in detail, I first used the kernel density estimation to fit my data, then I drew the skew t using my specified location, scale, shape, and df to make it close to the kernel density. Now I want to get the parameter estimations of the skew t which give me the closet density to the kernel density. Which functions in R can do this? Any suggestions are welcome!! Thanks! Tianyue
On 5 Sep 2003 at 16:20, tzhou1 wrote:
I don't know what a skew t distribution is, but
help.search("skew t")
gives
dmst(sn) Multivariate skew-t distribution
dst(sn) Skew-t Distribution
dst2.plot(sn) Plot of Bivariate Skew-t Density Function
msn.affine(sn) Affine transformation a multivariate
skew-normal or skew-t variable
mst.fit(sn) Fitting multivariate skew-t distributions
so you shoukd probably install package sn from CRAN.
Kjetil Halvorsen
> Hi,
>
> Is there a function in R that I can use to fit the data with skew t
> distribution? Speaking in detail, I first used the kernel density
estimation
> to fit my data, then I drew the skew t using my specified location, scale,
> shape, and df to make it close to the kernel density. Now I want to get the
> parameter estimations of the skew t which give me the closet density to the
> kernel density. Which functions in R can do this? Any suggestions are
> welcome!!
>
> Thanks!
>
> Tianyue
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Hi, Kjetil, Thank you very much for your help! I tried mst.fit and mst.mle. They both did a good job for solving my problem. Tianyue>===== Original Message From "kjetil brinchmann halvorsen"<kjetil at entelnet.bo> ====>On 5 Sep 2003 at 16:20, tzhou1 wrote:> >I don't know what a skew t distribution is, but >help.search("skew t") >gives > >dmst(sn) Multivariate skew-t distribution >dst(sn) Skew-t Distribution >dst2.plot(sn) Plot of Bivariate Skew-t Density Function >msn.affine(sn) Affine transformation a multivariate > skew-normal or skew-t variable >mst.fit(sn) Fitting multivariate skew-t distributions > >so you shoukd probably install package sn from CRAN. > >Kjetil Halvorsen > >> Hi, >> >> Is there a function in R that I can use to fit the data with skew t >> distribution? Speaking in detail, I first used the kernel densityestimation>> to fit my data, then I drew the skew t using my specified location, scale, >> shape, and df to make it close to the kernel density. Now I want to get the >> parameter estimations of the skew t which give me the closet density to the >> kernel density. Which functions in R can do this? Any suggestions are >> welcome!! >> >> Thanks! >> >> Tianyue >> >> ______________________________________________ >> R-help at stat.math.ethz.ch mailing list >> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Hi: Prpfessor Azalini?s library 'sn' contains the function to fit the skew normal and the skew t distributions. Juan On Fri, 5 Sep 2003, tzhou1 wrote:> Hi, > > Is there a function in R that I can use to fit the data with skew t > distribution? Speaking in detail, I first used the kernel density estimation > to fit my data, then I drew the skew t using my specified location, scale, > shape, and df to make it close to the kernel density. Now I want to get the > parameter estimations of the skew t which give me the closet density to the > kernel density. Which functions in R can do this? Any suggestions are > welcome!! > > Thanks! > > Tianyue > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help >