[R] fit data with skew t distribution

tzhou1 tzhou1 at students.uiuc.edu
Fri Sep 5 23:20:21 CEST 2003


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 



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