sn (version 0.4-18)

cp.to.dp: Conversion between equivalent parametrizations

Description

Convert direct parameters (DP) to centred parameters (CP) of the one-dimensional skew-normal distribution and vice versa

Usage

cp.to.dp(param)
dp.to.cp(param)

Arguments

param

a vector of length at 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

For a description of the two parametrizations, see the reference below.

References

Azzalini, A. and Capitanio, A. (1999). Statistical applications of the multivariate skew-normal distribution. J.Roy.Statist.Soc. B 61, 579--602.

See Also

sn.mle, sn.em

Examples

cp <- dp.to.cp(c(30,30,2,4))
dp <- cp.to.dp(cp)