msn.marginal {sn} | R Documentation |
Computes the marginal distribution of a subset of components of a multivariate skew-normal distribution.
msn.marginal(xi, Omega, alpha, comp)
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.
|
See Azzalini and Capitanio (1999) for details.
a list containing the xi, Omega, alpha
parameters for the marginal
distribution.
Azzalini, A. and Capitanio, A. (1999). Statistical applications of the multivariate skew-normal distribution. J.Roy.Statist.Soc. B 61, 579602.
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))