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sn (version 1.5-5)

The Skew-Normal and Related Distributions Such as the Skew-t

Description

Build and manipulate probability distributions of the skew-normal family and some related ones, notably the skew-t family, and provide related statistical methods for data fitting and model diagnostics, in the univariate and the multivariate case.

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Version

Install

install.packages('sn')

Monthly Downloads

10,639

Version

1.5-5

License

GPL-2 | GPL-3

Maintainer

Adelchi Azzalini

Last Published

January 30th, 2020

Functions in sn (1.5-5)

barolo

Price of Barolo wine
confint.selm

Confidence intervals for parameters of a selm-class object
Qpenalty

Penalty function for log-likelihood of selm models
SECdistrMv-class

Class "SECdistrMv"
SECdistrUv-class

Class "SECdistrUv"
T.Owen

Owen's function
coef.selm

Coefficients of objects created by selm
dst

Skew-\(t\) Distribution
conditionalSECdistr

Skew-normal conditional distribution
affineTransSECdistr

Affine transformations and marginals of a skew-elliptical distribution
dp2cp

Conversion between parametrizations of a skew-elliptical distribution
ais

Australian Institute of Sport data
matrix-op

vech and other matrix operators
selm-class

Classes selm and mselm of objects created by function selm
dmst

Multivariate skew-\(t\) distribution and skew-Cauchy distribution
selm

Fitting linear models with skew-elliptical error term
dsn

Skew-Normal Distribution
frontier

Simulated sample from a skew-normal distribution
predict.selm

Predict method for selm-class objects
extractSECdistr

Extract the SEC error term from an object created by selm
dsc

Skew-Cauchy Distribution
profile.selm

Profile log-likelihood function of selm-class objects
selm.fit

Fitting functions for selm models
residuals.selm

Residuals and fitted values from selm fits
makeSECdistr

Build a skew-elliptically contoured distribution
sd

Standard deviation
wines

Piedmont wines data
symm-modulated-distr

Symmetry-modulated distributions
modeSECdistr

The mode of a skew-elliptically contoured (SEC) distribution
overview

Package sn: overview of the package structure and commands
plot.SECdistr

Plotting methods for classes SECdistrUv and SECdistrMv
plot.selm

Diagnostic plots for selm fits
summary.selm

Summarizing selm fits
summary.SECdistrMv-class

Classes summary.SECdistrMv and summary.SECdistrUv
zeta

Function \(\log(2\,\Phi(x))\) and its derivatives
dmsn

Multivariate skew-normal distribution
sn-st.cumulants

Cumulants of univariate skew-normal and skew-\(t\) distributions
sn-st.info

Expected and observed Fisher information for SN and ST distributions
sn-package

Package sn: development and brief overview
summary.SECdistr

Summary of a SEC distribution object