fMultivar (version 3042.80)

zzz-mvstnorm: Obsolete Functions

Description

Obsolete Functions: Alternative multivariate distribution and parameter estimation functions for the skew normal and skew Student-t distribution functions.

Usage

dmvsnorm(x, dim=2, mu=rep(0, dim), Omega=diag(dim), alpha=rep(0, dim))
  pmvsnorm(q, dim=2, mu=rep(0, dim), Omega=diag(dim), alpha=rep(0, dim))
  rmvsnorm(n, dim=2, mu=rep(0, dim), Omega=diag(dim), alpha=rep(0, dim))
  dmvst(x, dim=2, mu=rep(0, dim), Omega=diag(dim), alpha=rep(0, dim), df=4)
  pmvst(q, dim=2, mu=rep(0, dim), Omega=diag(dim), alpha=rep(0, dim), df=4)
  rmvst(n, dim=2, mu=rep(0, dim), Omega=diag(dim), alpha=rep(0, dim), df=4)   
  mvFit(x, method = c("snorm", "st"), fixed.df = NA, 
      title = NULL, description = NULL, trace = FALSE)

Arguments

x, q

the vector of quantiles, a matrix with "dim" columns.

n

the number of desired observations.

dim

the dimension, by default the bivariate case is considered where dim=2

mu, Omega, alpha, df

mu is a numeric vector of length "dim" representing the location parameter of the distribution, Omega is a symmetric positive-definite matrix of dimension "d" timesd "d", alpha is a numeric vector which regulates the the slant of the density, df a positive value representing the degrees of freedom.

method

selects the type of distribution function, either "snorm" which is the default, or "st".

fixed.df

set to a positive value to keep fixed the parameter nu of the skew student-t distribution in the optimization process; with default value NULL, i.e. nu is estimated like the other parameters.

title

an optional project title.

description

an option project desctiption.

trace

a logical, should the estimation be traced?

...

arguments passed to the underlying "sn" density functions.

Value

dm* gives the density, pm* gives the distribution function, and rm* generates n random deviates of dimension dim

mvFit returns an object of class fDISTFEED, see package fBasics.

Details

The former implementations have been replaced by wrpper functions calling functions from the package "sn".

Examples

# NOT RUN {
## Load Libray:
   require(mvtnorm)
   
## [dr]mvsnorm - 
   dmvsnorm(rnorm2d(100))
   rmvsnorm(100)

## [dr]mvst - 
   dmvst(rt2d(100))
   rmvst(100)
# }