Is there any reason not to have a scale and location parameter in TDist in the Distributions package? I was trying to do a MLE with a Generalized T distribution when I realized it wasn’t available out of the box.
Not hard to code up on my own, just curious if it wasn’t in there for a reason.
I believe the idea is that location-scale distributions are better defined using the primitive standardized distribution and the
LocationScale function. Like this:
TDist(μ, σ, ν) = LocationScale(μ, σ, TDist(ν))
Thanks. I had not actually seen that. I will give it a shot.
In my opinion this should definitely be part of the distributons package. I spent a good hour searching through the documentation and didn’t figure this out.
After seeing this post, I went on to make this PR to improve documentation.
And it turns out that one should use
* to scale and
+ to shift distributions -
LocationScale is on it’s way out. Follow the effort to create good documentation over at the PR.
Sorry if I’m being dim. But how do we then define TDist in terms of it’s location and scale? We still need to supply 3 parameters here.
Since LocationScale is now deprecated, I now use:
TDist(μ, σ, ν) = μ + TDist(ν)*σ
Does this answer your question?
Thainks for the quick reply! Yes, that’s helpful thanks.