SN {sn} | R Documentation |
This library provides functions related to the skew-normal probability distribution, both for the univariate and the the multivariate case.
The functions of the scalar case section are:
dsn
, psn
, qsn
, rsn
, T.Owen
, cp.to.dp
,
dp.to.cp
, zeta
,
gamma1.to.lambda
, sn.cumulants
, sn.em
, sn.2logL.profile
,
sn.mle
, sn.dev
, sn.dev.gh
.
The functions of the multivariate section are:
dmsn
, rmsn
, plot.dsn2
, msn.quantities
,
msn.conditional
,
msn.marginal
, plot.msn.cond
, msn.fit
, msn.mle
,
msn.dev
, msn.dev.grad
, msn.moment.fit
, num.deriv
.
Some of these functions are there to be used mostly by other functions
of the library. Those more relevant for practical use by a user are:
dsn
, psn
, qsn
,
rsn
, cp.to.dp
, dp.to.cp
,
sn.mle
,sn.em
in the univariate section,
and dmsn
, rmsn
, msn.fit
,
msn.mle
, plot.dsn2
in the multivariate
section. It is suggested that a user starts by reading the documentation
of (some of) these.
R 1.0.1
You are using version 0.22.1 (2001-05-17). The most recent version of the library can be obtained from the WWW page: http://azzalini.stat.unipd.it/SN which also contains other related material
There is no manual besides on-line documentation and its derived versions. The papers listed below provide background information.
Adelchi Azzalini, Dipart. Scienze Statistiche, Università di Padova, Italia. Please send comments, error reports, etc. to azzalini@stat.unipd.it
Many thanks go to Antonella Capitanio for testing the procedures,
and to Brian Ripley and Martin Maechler for useful advice on R.
The function num.deriv
is based on a similar function written
by Monica Chiogna.
This software and part of the associated theoretical work has been developed
while the author was at the Nuffield College, Oxford, under the Jemolo
Fellowship scheme; the generous support of the college is gratefully
acknowledged.
Additional support for the development of the theoretical research work has
been provided by the "Consiglio Nazionale delle Ricerche" of Italy, grant
no.97.01331.CT10.
This library and its documentation are usable under the terms of the "GNU General Public License", a copy of which is distributed with the package.
Azzalini, A. (1985). A class of distributions which includes the normal ones. Scand. J. Statist. 12, 171178.
Azzalini, A. (1986). Further results on a class of distributions which includes the normal ones. Statistica 46,199208.
Azzalini, A. and Dalla Valle, A. (1996). The multivariate skew-normal distribution. Biometrika 83, 715726.
Azzalini, A. and Capitanio, A. (1999). Statistical applications of the multivariate skew-normal distribution. J.Roy.Statist.Soc. B 61, 579602.