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From @bob-carpenter on June 8, 2015 19:34
Request from Slawek Smyl via stan-users group:
"... please add the Skew Student distribution - it would be very general and useful."
The background is this:
I am creating time-series models on some volatile (and some not) curves and found Student distribution really useful, as it can accommodate to the curve volatility. I would like to experiment with simpler models, where trend or drift is expressed just with skewedness.
Copied from original issue: stan-dev/stan#1485