dsn, psn, qsn, rsn, T.Owen, cp.to.dp,
dp.to.cp, zeta,
gamma1.to.lambda, sn.cumulants, sn.em, sn.2logL.profile,
sn.mle, sn.dev, sn.dev.gh.
The functions of the multivariate section are:
dmsn, rmsn, plot.dsn2, msn.quantities,
msn.conditional,
msn.marginal, plot.msn.cond, msn.fit, msn.mle,
msn.dev, msn.dev.grad, msn.moment.fit, num.deriv.
Some of these functions are there to be used mostly by other functions
of the library. Those more relevant for practical use by a user are:
dsn, psn, qsn,
rsn, cp.to.dp, dp.to.cp,
sn.mle,sn.em in the univariate section,
and dmsn, rmsn, msn.fit,
msn.mle, plot.dsn2 in the multivariate
section. It is suggested that a user starts by reading the documentation
of (some of) these.
num.deriv is based on a similar function written
by Monica Chiogna.
This software and part of the associated theoretical work has been developed
while the author was at the Nuffield College, Oxford, under the Jemolo
Fellowship scheme; the generous support of the college is gratefully
acknowledged.
Additional support for the development of the theoretical research work has
been provided by the "Consiglio Nazionale delle Ricerche" of Italy, grant
no.97.01331.CT10.Azzalini, A. (1986). Further results on a class of distributions which includes the normal ones. Statistica 46,199--208.
Azzalini, A. and Dalla Valle, A. (1996). The multivariate skew-normal distribution. Biometrika 83, 715--726.
Azzalini, A. and Capitanio, A. (1999). Statistical applications of the multivariate skew-normal distribution. J.Roy.Statist.Soc. B 61, 579--602.