Thanks a lot for your help - I will look into the file you mentioned and
hopefully it will help me understand this matter better.

About addresses - they are both actually my daily used emails (I just
prefer to use one for private correspondence and another for subscriptions
and etc.). It was not my intention to cause you any trouble or
inconvenience so please accept my sincere apologies.

Best regards,
Weronika


2013/7/21 alexios ghalanos <alexios@4dscape.com>

> The equation you refer to never said that "f()" is the "standardized"
> student distribution. The trick was to take that equation in their paper
> and derive a standardized form for the skew student which is implemented in
> the package (zero mean and unit variance)...which is why the moment
> equations (for standardization) are also provided on that same page. This
> means that you cannot just replace the student with the standardized
> student in the equation.
>
> The full code/equations can be found in 'distributions.c' file of the
> source, which means you should be able to figure out for yourself the
> details.
>
> One final thing: You emailed me using a different gmail address than the
> one you are posting to this mailing list which makes me suspect that they
> are all just aliases (and I could not connect either of them to an actual
> individual). In future, I will not reply to any address which I cannot,
> with a minimal google search, trace to an actual person.
>
> Regards,
>
> Alexios
>
>
>
>
> On 20/07/2013 22:49, W S wrote:
>
>> Hello,
>>
>> I have a question about the formula of the density function for "sstd"
>> distribution implemented in rugarch package.
>>
>> For example, assuming:
>>
>>> z=-1
>>> g=2
>>> v=3
>>>
>> shouldn't the formula:
>>
>>> 2/(g+g^(-1)) * ddist("std", y=(g*z), mu=0, sigma=1, shape=v)
>>>
>> return the same result as:
>>
>>> ddist("sstd", y=z, mu=0, sigma=1, skew=g, shape=v)
>>>
>>   according to the transformation (58) presented in "Introduction to the
>> rugarch package (Version 1.2-1)" (page 15)?
>>
>>   I'm getting different results... perhaps because I don't understand
>> correctly the mechanism of obtaining the "sstd" density.
>>   What formula should I use then, if I want to obtain "sstd" density using
>> the "std" density function?
>>
>> Best regards,
>> Weronika
>>
>>         [[alternative HTML version deleted]]
>>
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>> should go.
>>
>>
>

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