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sn (version 1.6-2)

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

1.6-2

License

GPL-2 | GPL-3

Maintainer

Adelchi Azzalini

Last Published

May 26th, 2020

Functions in sn (1.6-2)

T.Owen

Owen's function
Qpenalty

Penalty function for log-likelihood of selm models
confint.selm

Confidence intervals for parameters of a selm-class object
ais

Australian Institute of Sport data
barolo

Price of Barolo wine
affineTransSECdistr

Affine transformations and marginals of a skew-elliptical distribution
SECdistrMv-class

Class "SECdistrMv"
SECdistrUv-class

Class "SECdistrUv"
coef.selm

Coefficients of objects created by selm
dp2cp

Conversion between parametrizations of a skew-elliptical distribution
conditionalSECdistr

Skew-normal conditional distribution
matrix-op

vech and other matrix operators
galton_moors2alpha_nu

Mapping of the (Galton-Bowley, Moors) measures to the (\(alpha\), \(nu\)) parameters of a ST distribution
dmsn

Multivariate skew-normal distribution
extractSECdistr

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

Simulated sample from a skew-normal distribution
modeSECdistr

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

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

Predict method for selm-class objects
wines

Piedmont wines data
dsc

Skew-Cauchy Distribution
sn-package

Package sn: development and brief overview
fournum

Four-number summary of a numeric vector
makeSECdistr

Build a skew-elliptically contoured distribution
profile.selm

Profile log-likelihood function of selm-class objects
dsn

Skew-Normal Distribution
plot.selm

Diagnostic plots for selm fits
zeta

Function \(\log(2\,\Phi(x))\) and its derivatives
sn-st.cumulants

Cumulants of univariate skew-normal and skew-\(t\) distributions
plot.SECdistr

Plotting methods for classes SECdistrUv and SECdistrMv
pprodt2

The distribution of the product of two jointly normal or t variables
residuals.selm

Residuals and fitted values from selm fits
dst

Skew-\(t\) Distribution
selm.fit

Fitting functions for selm models
selm

Fitting linear models with skew-elliptical error term
st.prelimFit

Compute preliminary estimates for a linear model with ST-distributed error term
overview

Package sn: overview of the package structure and commands
sd

Standard deviation
sn-st.info

Expected and observed Fisher information for SN and ST distributions
summary.SECdistrMv-class

Classes summary.SECdistrMv and summary.SECdistrUv
selm-class

Classes selm and mselm of objects created by function selm
summary.SECdistr

Summary of a SEC distribution object
summary.selm

Summarizing selm fits
symm-modulated-distr

Symmetry-modulated distributions