Visualise skew normal, (skew) Student-t and (skew) GED distributions
dist-Slider.RdDisplays interactively the dependence of distributions on their parameters. Package 'fGarch' provides sliders for the Student-t, GED, skew normal, skew Student-t and skew GED distributions,
References
Nelson D.B. (1991); Conditional Heteroscedasticity in Asset Returns: A New Approach, Econometrica, 59, 347–370.
Fernandez C., Steel M.F.J. (2000); On Bayesian Modelling of Fat Tails and Skewness, Preprint, 31 pages.
Examples
if (FALSE) { # \dontrun{
require(tcltk)
snormSlider("dist")
snormSlider("rand")
stdSlider("dist")
stdSlider("rand")
sstdSlider("dist")
sstdSlider("rand")
gedSlider("dist")
gedSlider("rand")
sgedSlider("dist")
sgedSlider("rand")
} # }