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skewMLRM (version 1.7)

Estimation for Scale-Shape Mixtures of Skew-Normal Distributions

Description

Provide data generation and estimation tools for the multivariate scale mixtures of normal presented in Lange and Sinsheimer (1993) , the multivariate scale mixtures of skew-normal presented in Zeller, Lachos and Vilca (2011) , the multivariate skew scale mixtures of normal presented in Louredo, Zeller and Ferreira (2021) and the multivariate scale mixtures of skew-normal-Cauchy presented in Kahrari et al. (2020) .

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Version

Install

install.packages('skewMLRM')

Monthly Downloads

364

Version

1.7

License

GPL (>= 2)

Maintainer

Diego Gallardo

Last Published

April 5th, 2025

Functions in skewMLRM (1.7)

vech

Vectorize a symmetric matrix
solve2

Computes the inverse of a matrix
summary.skewMLRM

Print a summary for a object estimate.xxx
tgamma

Truncated gamma distribution
vcov.skewMLRM

Calculate Variance-Covariance Matrix for a Fitted Model Object
plot.skewMLRM

Plot an object of the "skewMLRM" class produced with the function distMahal.
rM

Random generation for models in the MSMN, MSMSN, MSSMN and MSMSNC classes
mbacksign

Multivariate Backward Based on Significance
matrix.sqrt

Square root of a matrix
mbackcrit

Multivariate backward based on the AIC or BIC criteria
estimateM

Fitting a model in the MSMN, MSMSN, MSSMN and MSMSNC classes
distMahal

Mahalanobis distance for fitted models in the MSMN, MSMSN, MSSMN and MSMSNC classes
chooseM

Choose a distribution in the MSMN, MSMSN, MSSMN and/or MSMSNC classes
choose2

Select a distribution in the MSMN, MSSMN, MSMSN or/and MSMSNC classes and perform covariates selection.
FIM

Observed Fisher information matrix for distributions in the MSMN, MSMSN, MSSMN and MSMSNC classes.
xpnd

Reconstitute a symmetric matrix from a vector.