Introduction - If you have any usage issues, please Google them yourself
SkewT distribution has been widely used recently. Different from traditional Normality and Student-t distribution, SkewT parameterizes both tail-thickness and skewness. SkewT is valuable to financial applications and studies, and other statistic tool. SkewT is firstly introduced by Bruce E. Hansen(1994). This package includes M files on the density of SkewT, CDF, random number generator and theoretical moments of SkewT.