stand_t_dens function

The density function of the univariate t distribution with zero mean and unit variance

stand_t_dens calculates the density of the univariate t distribution with zero mean and unit variance, described, for example, in Virolainen (2025).

stand_t_dens(y, nu)

Arguments

• y: a numeric vector containing the values at which the density is to be evaluated.
• nu: the degrees of freedom parameter value, a numeric scalar strictly larger than two.

Returns

Returns a numeric vector of the same length as y containing the density values.

Details

See Virolainen (2025) and the references therein, for example, for the details of the density function of t-distribution with zero mean and unit variance (assume the skewness parameter value is zero to obtain the non-skewed version of the t-distribution).

References

• Virolainen S. 2025. Identification by non-Gaussianity in structural threshold and smooth transition vector autoregressive models. Unpublished working paper, available as arXiv:2404.19707.