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add skew Student-t distribution

Open syclik opened this issue 10 years ago • 0 comments

From @bob-carpenter on June 8, 2015 19:34

Request from Slawek Smyl via stan-users group:

"... please add the Skew Student distribution - it would be very general and useful."

The background is this:

I am creating time-series models on some volatile (and some not) curves and found Student distribution really useful, as it can accommodate to the curve volatility. I would like to experiment with simpler models, where trend or drift is expressed just with skewedness.

Copied from original issue: stan-dev/stan#1485

syclik avatar Jul 06 '15 22:07 syclik