moments (and/or density) for "std" in the "rugarch"-package or "TF2" in the "gamlss.dist"-package
Dear R community, in order to get a formula for the kurtosis of a mixture distribution with noncentral scaled student t components I need to get some raw moments of the components (which will then be applied to the law of total expectation). As I am working with the noncentral scaled student t implementations "std" in the "rugarch"-package and "TF2" in the "gamlss.dist"-package I would be happy to get more details about the particular implementation of the distributions. As to my knowledge the two mentioned implementations are equivalent. Importantly, the scaling factor equals the standard deviation. The particular density of the noncentral scaled student t distributions as implemented in those packages would be helping. And if there exist nice formulas for the (noncentral or central) moments up to order 4 for this distribution I would be more than thankful for any link or comment! Best, Johannes