RTMBdist (version 0.1.0)

skewnorm: Skew normal distribution

Description

Density, distribution function, quantile function, and random generation for the skew normal distribution.

Usage

dskewnorm(x, xi = 0, omega = 1, alpha = 0, log = FALSE)
pskewnorm(q, xi = 0, omega = 1, alpha = 0, ...)
qskewnorm(p, xi = 0, omega = 1, alpha = 0, ...)
rskewnorm(n, xi = 0, omega = 1, alpha = 0)

Value

dskewnorm gives the density, pskewnorm gives the distribution function, qskewnorm gives the quantile function, and rskewnorm generates random deviates.

Arguments

x, q

vector of quantiles

xi

location parameter

omega

scale parameter, must be positive.

alpha

skewness parameter, +/- Inf is allowed.

log

logical; if TRUE, probabilities/ densities \(p\) are returned as \(\log(p)\).

...

additional parameters to be passed to the sn package functions for pskewnorm and qskewnorm.

p

vector of probabilities

n

number of random values to return

Details

This implementation of dskewnorm allows for automatic differentiation with RTMB while the other functions are imported from the sn package. See sn::dsn for more details.

Examples

# alpha is skew parameter
x <- rskewnorm(1, alpha = 1)
d <- dskewnorm(x, alpha = 1)
p <- pskewnorm(x, alpha = 1)
q <- qskewnorm(p, alpha = 1)