@krzysztofsztompka/garch
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    Function skewPartialMoments

    • E[zᵏ·1{z < x}] for k = 0, 1, 2: P(z < x), the partial mean, the partial second moment. Each side is z = (m·w − a)/b with m = 1 ∓ λ and w half a standardised t, so each is a sum of halfMoments.

      Parameters

      • x: number
      • nu: number
      • lambda: number

      Returns [number, number, number]