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jorgetendeiro / GGUM

GGUM
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GenData.GGUM function can draw data from skewed distribution now. #10

Closed ecaybek closed 2 years ago

ecaybek commented 2 years ago

One of our studies required generation of skewed theta values, so I modified the code with rsnorm function of fGarch package.

Generating data from skewed distribution is now possible via xi parameter. The default value of xi parameter set as 1.00, which generates data drawn from the normal distribution. One can change the value below or above 1.00 to generate data drawn from skewed distribution.

jorgetendeiro commented 2 years ago

Thanks for this! Sorry for taking so long to act, only now I saw this. Although this is an interesting extension, I don't think it is of direct interest to most practitioners. At least for now I suggest to leave it as it is. Once again thanks!