Skewed Generalized T Distribution

[azev77]

Unless I missed it, I don't think your guide has the Skewed Generalized T Distribution, a 5-parameter distribution that nests:
skewed generalized error distribution,
the generalized t distribution,
skewed t,
skewed Laplace distribution,
generalized error distribution,
skewed normal distribution,
student t distribution,
skewed Cauchy distribution,
Laplace distribution,
uniform distribution,
normal distribution,
Cauchy distribution

https://cran.r-project.org/web/packages/sgt/vignettes/sgt.pdf

[gecrooks]

Thanks, I did miss that one.