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SkewedGeneralizedTSamples(Random, Double, Double, Double, Double, Double) Method

Generates a sequence of samples from the Skew Generalized t-distribution using inverse transform.

Namespace: Altaxo.Calc.Distributions
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
Copy
public static IEnumerable<double> Samples(
	Random rnd,
	double location,
	double scale,
	double skew,
	double p,
	double q
)

Parameters

rnd  Random
The random number generator to use.
location  Double
The location (μ) of the distribution.
scale  Double
The scale (σ) of the distribution. Range: σ > 0.
skew  Double
The skew, 1 > λ > -1
p  Double
First parameter that controls kurtosis. Range: p > 0
q  Double
Second parameter that controls kurtosis. Range: q > 0

Return Value

IEnumerableDouble
a sequence of samples from the distribution.
See Also