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An implementation of the skewed student-t distribution.

Project description

PyPI PyPI - Status Travis (.com) Documentation Status PyPI - License

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.

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