[SciPy-User] skew-normal distribution and Owen's T function

Oliver M. Haynold oliverh@promanthan....
Sat Dec 1 14:15:55 CST 2012


I've coded up the skew-normal probability distribution, following closely the logic from the sn package in CRAN, for SciPy. I've put a very early version (skew-t isn't implemented yet, which is the main purpose of the package) on

	http://promanthan.com/randomstuff/skewt-0.0.1.tgz 

There are also unit tests that compare the results of my package to those of the sn package in R. Skew-t should be ready later this month. As always, any feedback and bug reports are highly appreciated.



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