Skewed Generalized T Distribution

[azev77]

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

[gecrooks]

Thanks, I did miss that one.