Closed Skew-Normal Distribution
Description
Provides functions for computing the density
and the log-likelihood function of closed-skew normal variates,
and for generating random vectors sampled from this distribution.
See Gonzalez-Farias, G., Dominguez-Molina, J., and Gupta, A. (2004).
The closed skew normal distribution,
Skew-elliptical distributions and their applications: a journey beyond normality,
Chapman and Hall/CRC, Boca Raton, FL, pp. 25-42.