add skew Student-t distribution
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distributions
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Description
From @bob-carpenter on June 8, 2015 19:34
Request from Slawek Smyl via stan-users group:
"... please add the Skew Student distribution - it would be very general and useful."
The background is this:
I am creating time-series models on some volatile (and some not) curves and found Student distribution really useful, as it can accommodate to the curve volatility. I would like to experiment with simpler models, where trend or drift is expressed just with skewedness.
Copied from original issue: stan-dev/stan#1485
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Research direction
No files, tests, or entry points are named. Start by clarifying the mathematical definition and required behavior of the requested Skew Student-t distribution, then review how the existing Student distribution is represented in the Stan Math Library. Done means the distribution's scope and validation criteria are agreed before implementation.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- cpp
- Domain
- data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100