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sn (version 0.30)

The skew-normal and skew-t distributions

Description

Functions for manipulating skew-normal and skew-t probability distributions, and for fitting them to data, in the scalar and the multivariate case.

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Version

Install

install.packages('sn')

Monthly Downloads

13,214

Version

0.30

License

GPL Version 2 or later.

Maintainer

Adelchi Azzalini

Last Published

April 4th, 2023

Functions in sn (0.30)

T.Owen

Owen's function
msn.fit

Fitting multivariate skew-normal distributions
sn.2logL.profile

Profile twice loglikelihood for skew-normal models
msn.dev.grad

Gradient of the deviance for multivariate skew-normal distributions
num.deriv

Numerical derivatives
sn.em

Fitting Skew-normal variables using the EM algorithm
dsn2.plot

Plot of Bivariate Skew-normal Density Function
ais

Australian Institute of Sport data
sn.mle

Maximum likelihood estimation for skew-normal models
msn.cond.plot

Plot of the density of a conditional skew-normal variate
dmsn

Multivariate skew-normal distribution
SN

The library `sn': summary information
sn.cumulants

Cumulants of the skew-normal distribution
frontier

Simulated sample from a skew-normal distribution
sn.dev

Deviance for skew-normal distributions
msn.quantities

Quantities related to the multivariate skew-normal distribution.
msn.dev

Deviance for multivariate skew-normal distributions
dmst

Multivariate skew-t distribution
gamma1.to.lambda

Converts skewness to shape parameter of skew-normal distribution
dst

Skew-t Distribution
msn.marginal

Marginal components of a multivariate skew-normal distribution
mst.fit

Fitting multivariate skew-t distributions
msn.mle

Maximum likelihood estimation for a multivariate skew-normal distribution
dst2.plot

Plot of Bivariate Skew-t Density Function
dsn

Skew-Normal Distribution
st.2logL.profile

Profile twice loglikelihood for skew-t models
cp.to.dp

Conversion between equivalent parametrizations
sn-internal

Internal sn functions
zeta

Function `log(2*P(x))' and its derivatives
msn.conditional

Cumulants and distribution of a skew-normal variate after conditioning
msn.moment.fit

Fitting multivariate skew-normal distributions with method of moments
sn.dev.gh

Derivatives of deviance for skew-normal distributions
pnorm2

Bivariate normal integral
mst.mle

Maximum likelihood estimation for a (multivariate) skew-t distribution