dsn {sn} | R Documentation |
Density function, distribution function, quantiles and random number generation for the skew-normal (SN) distribution.
dsn(x, location=0, scale=1, shape=0) psn(q, location=0, scale=1, shape=0) qsn(p, location=0, scale=1, shape=0, tol=1e-8) rsn(n=1, location=0, scale=1, shape=0)
x |
vector of quantiles. Missing values (NA s) are allowed.
|
q |
vector of quantiles. Missing values (NA s) are allowed.
|
p |
vector of probabilities. Missing values (NA s) are allowed.
|
location |
vector of location parameters. |
scale |
vector of (positive) scale parameters. |
shape |
vector of shape parameters. With psn and `qsn", it must be of
length 1.
|
n |
sample size. |
tol |
a scal value which regulates the accuracy of the result. |
psn
make use of function T.Owen
density (dsn
), probability (psn
),
quantile (qsn
) or random sample (rsn
)
from the skew-normal distribution with given location
, scale
and shape
parameters.
The family of skew-normal distributions is an extension of the normal
family, via the introdution of a shape
parameter which regulates
skewness; when shape=0
, the skew-normal distribution reduces to the
normal one. The density of the SN distribution when location=0
and scale=1
is 2*dnorm(x)*pnorm(shape*x)
.
A multivariate version of the distribution exists.
See the references below for additional information.
Azzalini, A. (1985). A class of distributions which includes the normal ones. Scand. J. Statist. 12, 171-178.
Azzalini, A. and Dalla Valle, A. (1996). The multivariate skew-normal distribution. Biometrika 83, 715726.
pdf <- dsn(seq(-3,3,by=0.1), shape=3) cdf <- psn(seq(-3,3,by=0.1), shape=3) qu <- qsn(seq(0.1,0.9,by=0.1), shape=-2) rn <- rsn(100, 5, 2, 5)