Skewed Normal with fGarch

Install the fGarch package from the Rmetrics set of packages.

library(fGarch)

## Warning: package 'fGarch' was built under R version 3.5.2

## Loading required package: timeDate

## Loading required package: timeSeries

## Loading required package: fBasics

## Warning: package 'fBasics' was built under R version 3.5.2

Generating some data with the rsnorm() funciton. Note that the mean, deviation and skewness are not specified. See ?rsnorm() for instructions.

set.seed(1953)
r = rsnorm(n = 1000)

Catepillar plot of data.

plot(r, type = "l", main = "snorm", col = "steelblue")

Plotting data as a histogram.

hist(r, n = 25, probability = TRUE, border = "white", col = "steelblue")

x = seq(min(r), max(r), length = 201)

CDF of data

plot(sort(r), (1:1000/1000), main = "Probability", col = "steelblue",
     ylab = "Probability")

Fitting parameters to data.

snormFit(r)

## $par
##       mean         sd         xi 
## 0.06694019 1.03494425 1.57611042 
## 
## $objective
## [1] 1413.746
## 
## $convergence
## [1] 0
## 
## $iterations
## [1] 15
## 
## $evaluations
## function gradient 
##       21       56 
## 
## $message
## [1] "relative convergence (4)"

SnormSlider- tweak your distribution based on parameter inputs. Will not work as an R notebook.

## snormSlider -
require(tcltk)
snormSlider("dist")
snormSlider("rand")