Why GLM module doesn't have HalfStudentT distribution in Family?

As we discussed previously, it’s not at all clear why you want a half Student’s t as your (inverse) link function. If you are trying to predict (non-negative) counts, then the canonical way to go is with Poisson, zero-inflated Poisson, or negative binomial. All will ensure that negative outcomes are impossible, but will permit your model to predict something useful (e.g., the location/mean of the distribution).

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