sn (version 0.30)

msn.marginal: Marginal components of a multivariate skew-normal distribution

Description

Computes the marginal distribution of a subset of components of a multivariate skew-normal distribution.

Usage

msn.marginal(xi, Omega, alpha, comp)

Arguments

xi

a numeric vector of length k, say, giving the location parameter.

Omega

a covariance matrix of dimension (k,k).

alpha

a numeric vector of length k, which regulates the shape of the density.

comp

a vector containing a subset of 1:k which selects the components whose values are to be fixed. A permutation of 1:k is allowed, and the components of comp do not need to be sorted.

Value

• A list containing the xi, Omega, alpha parameters for the marginal distribution.

Details

See Azzalini and Capitanio (1999) for details.

References

Azzalini, A. and Capitanio, A. (1999). Statistical applications of the multivariate skew-normal distribution. J.Roy.Statist.Soc. B 61, 579--602.

See Also

dmsn, msn.conditional

Examples

xi <- c(10,0,-30)
Omega <- 5*diag(3)+outer(1:3,1:3)
alpha <- c(1,-3,5)
marg31 <- msn.marginal(xi,Omega,alpha,c(3,1))