Unless I missed it, I don't think your guide has the Skewed Generalized T Distribution, a 5-parameter distribution that nests:
skewed generalized error distribution,
the generalized t distribution,
skewed t,
skewed Laplace distribution,
generalized error distribution,
skewed normal distribution,
student t distribution,
skewed Cauchy distribution,
Laplace distribution,
uniform distribution,
normal distribution,
Cauchy distribution
gecrooks
commented
4 years ago
Unless I missed it, I don't think your guide has the Skewed Generalized T Distribution, a 5-parameter distribution that nests: skewed generalized error distribution, the generalized t distribution, skewed t, skewed Laplace distribution, generalized error distribution, skewed normal distribution, student t distribution, skewed Cauchy distribution, Laplace distribution, uniform distribution, normal distribution, Cauchy distribution
https://cran.r-project.org/web/packages/sgt/vignettes/sgt.pdf