MultiStatM (version 2.0.0)

rSkewNorm: Random Multivariate Skew Normal

Description

Generate random d-vectors from the multivariate Skew Normal distribution

Usage

rSkewNorm(n, omega, alpha)

Value

A random matrix $n\times d$

Arguments

n

sample size

omega

correlation matrix with d dimension

alpha

shape parameter vector of dimension d

References

Azzalini, A. with the collaboration of Capitanio, A. (2014). The Skew-Normal and Related Families. Cambridge University Press, IMS Monographs series.

Gy.H.Terdik, Multivariate statistical methods - Going beyond the linear, Springer 2021, Section 5.1.2

See Also

Other Random generation: rCFUSN(), rCFUSSD(), rUniS()

Examples

alpha<-c(10,5,0)
omega<-diag(3)
x<-rSkewNorm(20,omega,alpha)