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I have been trying to plot my financial data against a skewed t distribution in a QQ plot in R for some time now, but I have only managed to do it against a symmetric t distribution so far.

I use the following code for the symmetric t-distribution:

1.Fit the data to a t distribution:

t_mkt <- fit.st(factor_return["2007/2017-10-31"])
df_mkt <- t_mkt$par.ests["nu"]

2.Plot as a QQ Plot:

chart.QQPlot(factor_return["2007/2017-10-31"], 
             distribution="t",
             distributionParameter = "df=df_mkt" , 
             main="MKT-Factor t dist. Q-Q Plot")

I know that I can fit the data to a skewed t-distribution with this function:

sstdFit(factor_return["2007/2017-10-31"])

But now I do not know how to plot it as a QQ Plot.

Peter
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knu
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    Welcome to stack overflow. It's easier to help you if you make your question reproducible by including data to enable testing and verification of possible solutions. [Link for guidance on asking questions](https://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example) – Peter Dec 09 '21 at 14:07

0 Answers0