cp.to.dp: Conversion between equivalent parametrizations
Description
Convert direct to centred parameters of the skew-normal distribution,
and viceversa.
Usage
cp.to.dp(param)
dp.to.cp(param)
Arguments
param
a vector of length al least three.
If lenght(param) is m+2, then the first m components refer
to the regression coefficients (or the location parameter, in
case m is 1), and the remaining two components
Value
a vector of the same length of param, representing param in the
alternative parametrization; cp.to.dp converts centred to direct
parameters, dp.to.cp converts direct to centred parameters.
Details
The advantages of using the centred parametrization, rather than the
direct one, are discussed in the reference below.
References
Azzalini, A. and Capitanio, A. (1999).
Statistical applications of the multivariate skew-normal distribution.
J.Roy.Statist.Soc. B61, 579--602.