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professor
2003 Sep 05
3
fit data with skew t distribution
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.