[R] usage of dsstd function in fGarch package

From: James C. McGrath (JCM_at_BrooksCapitalGroup.com) <(JCM_at_BrooksCapitalGroup.com)>
Date: Thu, 21 Apr 2011 15:18:05 -0400


Good afternoon,

I have a question about the use of the dsstd() function;

The documentation provides an example:

dsstd(x, mean = 0, sd = 1, nu = 5, xi = 1.5)

where:

mean, sd, nu, xi are the location parameter mean, scale parameter sd, shape parameter nu, skewness parameter xi

Skewness can be <0, but if you put in a negative value for xi, the function returns an array of negative y's, which doesn't seem to be correct.

Am I misusing this function?

Regards,
James

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