[SciPy-User] skew-normal distribution and Owen's T function
Oliver M. Haynold
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
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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