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. B61, 579--602.