msn.marginal {sn}R Documentation

Marginal compontents of a multivariate skew-normal distribution

Description

Computes the marginal distribution of a subset of components of a multivariate skew-normal distribution.

Usage

msn.marginal(xi, Omega, alpha, comp)

Arguments

xi a numeric vector of length k, say, giving the location parameter.
Omega a covariance matrix of dimension (k,k).
alpha a numeric vector of length k, which regulates the shape of the density.
comp a vector containing a subset of 1:k which selects the components whose values are to be fixed. A permutation of 1:k is allowed, and the components of comp' do not need to be sorted.

Details

See Azzalini and Capitanio (1999) for details.

Value

a list containing the xi, Omega, alpha parameters for the marginal distribution.

References

Azzalini, A. and Capitanio, A. (1999). Statistical applications of the multivariate skew-normal distribution. J.Roy.Statist.Soc. B 61, 579–602.

See Also

dmsn, msn.conditional

Examples

xi <- c(10,0,-30)
Omega <- 5*diag(3)+outer(1:3,1:3)
alpha <- c(1,-3,5)
marg31 <- msn.marginal(xi,Omega,alpha,c(3,1))