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Quantile of the Student-t distribution scaled to a variance of 1

Source: R/fct_volatility.R
t_quantile.Rd

Quantile of the Student-t distribution scaled to a variance of 1

Usage

t_quantile(p, nu)

Arguments

p

Numeric vector of probabilities.

nu

Degrees of freedom, above 2.

Value

The quantiles, in standard deviations.

Examples

golemcrypto:::t_quantile(c(0.025, 0.975), nu = 4)
#> [1] -1.963243  1.963243