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sn (version 0.4-1)

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 in the multivariate case.

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Version

Install

install.packages('sn')

Monthly Downloads

13,214

Version

0.4-1

License

GPL Version 2 or later.

Maintainer

Adelchi Azzalini

Last Published

April 4th, 2023

Functions in sn (0.4-1)

mst.mle

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

Marginal components of a multivariate skew-normal distribution
cp.to.dp

Conversion between equivalent parametrizations
msn.cond.plot

Plot of the density of a conditional skew-normal variate
sn.Einfo

Expected Fisher information for SN distribution parameters
gamma1.to.lambda

Converts skewness to shape parameter of skew-normal distribution
msn.mle

Maximum likelihood estimation for a multivariate skew-normal distribution
dsn2.plot

Plot of Bivariate Skew-normal Density Function
sn.mle.grouped

Maximum likelihood estimation of SN and ST distribution for grouped data
dst

Skew-t Distribution
sn.mmle

Modified maximum likelihood estimation for skew-normal ans skew-t models
dmsn

Multivariate skew-normal distribution
sn.mle

Maximum likelihood estimation for skew-normal models
dsn

Skew-Normal Distribution
ais

Australian Institute of Sport data
msn.fit

Fitting multivariate skew-normal distributions
SN

Package `sn': summary information
T.Owen

Owen's function
msn.conditional

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

Fitting multivariate skew-t distributions
msn.affine

Affine transformation of a multivariate skew-normal or skew-t variable
frontier

Simulated sample from a skew-normal distribution
dst2.plot

Plot of bivariate skew-t density function
msn.quantities

Quantities related to the multivariate skew-normal distribution.
st.2logL.profile

Profile twice loglikelihood for skew-t models
st.cumulants

Cumulants of the skew-t distribution
sn.2logL.profile

Profile twice loglikelihood for skew-normal models
sn.cumulants

Cumulants of the skew-normal distribution
sn-internal

Internal sn functions
dmst

Multivariate skew-t distribution
sn.em

Fitting Skew-normal variables using the EM algorithm
sample.centralmoments

Sample centralmoments
zeta

Function `log(2*pnorm(x))' and its derivatives