sstudentt 0.1.1

An implementation of the skewed student-t distribution.

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://www.gamlss.com/wp-content/uploads/2018/01/DistributionsForModellingLocationScaleandShape.pdf

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.

History

0.1.1 (2021-06-05)

• Fix malformed README file

0.1.0 (2021-06-05)

• Moving to beta state

• Use rtd-sphinx-theme for the documentation

• Update dev requirements

0.0.5 (2020-04-19)

• First release on PyPi

• Use pydata-sphinx-theme for the documentation

0.0.3 (2020-04-20)

• Update Documentation

0.0.3 (2020-04-19)

• Automatic deployment on Test-PyPi via travis

0.0.2 (2020-04-19)

• Import SST class directly

0.0.1 (2020-04-19)

• First release on Test-PyPI.