[R] fit data with skew t distribution

Juan Carlos Correa Morales jccorrea at unalmed.edu.co
Mon Sep 8 13:03:44 CEST 2003

Prpfessor Azalini´s library 'sn' contains the function to fit the skew
normal and the skew t distributions.


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
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