SkTCodes

代码说明：

  SkewT分布是近年来得到广泛使用的一种参数化分布。区别于传统的正太分布、学生-t分布，SkewT分布除了具有厚伟特征之外，还引入了偏斜特征。该分布对于金融领域的研究与应用具有十分重要的价值。当然，也是一个重要的统计工具。SkewT分布由Bruce E. Hansen(1994)构造，本源码包括SkewT分布的密度函数、累计概率、随机数生成、理论矩。(SkewT distribution has been widely used recently. Different from traditional Normality and Student-t distribution, SkewT parameterizes both tail-thickness and skewness. SkewT is valuable to financial applications and studies, and other statistic tool. SkewT is firstly introduced by Bruce E. Hansen(1994). This package includes M files on the density of SkewT, CDF, random number generator and theoretical moments of SkewT.)

文件列表：

SkTCodes
........\GTdens.m
........\SkTCDF.m
........\SkTCDFInv.m
........\SkTnum_mom.m
........\SkTSim.m
........\SkTtheo_mom.m
........\TestSkTCDF.m
........\TestSkTCDFInv.m
........\TestSkTSim.m