[R] fit data with skew t distribution

[kjetil brinchmann halvorsen]

On 5 Sep 2003 at 16:20, tzhou1 wrote:

I don't know what a skew t distribution is, but 
help.search("skew t")
gives

dmst(sn)                Multivariate skew-t distribution
dst(sn)                 Skew-t Distribution
dst2.plot(sn)           Plot of Bivariate Skew-t Density Function
msn.affine(sn)          Affine transformation a multivariate
                        skew-normal or skew-t variable
mst.fit(sn)             Fitting multivariate skew-t distributions

so you shoukd probably install package sn from CRAN.

Kjetil Halvorsen

> 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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