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sn (version 0.4-10)
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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Install
install.packages('sn')
Monthly Downloads
13,863
Version
0.4-10
License
GPL-2
Maintainer
Adelchi Azzalini
Last Published
December 22nd, 2008
Functions in sn (0.4-10)
Search functions
mst.mle
Maximum likelihood estimation for a (multivariate) skew-t distribution
sn.cumulants
Cumulants of the skew-normal distribution
dst2.plot
Plot of bivariate skew-t density function
cp.to.dp
Conversion between equivalent parametrizations
T.Owen
Owen's function
mst.fit
Fitting multivariate skew-t distributions
msn.conditional
Cumulants and distribution of a skew-normal variate after conditioning
dsn
Skew-Normal Distribution
msn.quantities
Quantities related to the multivariate skew-normal distribution.
dst
Skew-t Distribution
st.cumulants
Cumulants of the skew-t distribution
SN
Package `sn': summary information
msn.cond.plot
Plot of the density of a conditional skew-normal variate
gamma1.to.lambda
Converts skewness to shape parameter of skew-normal distribution
zeta
Function `log(2*pnorm(x))' and its derivatives
sn.Einfo
Expected Fisher information for SN distribution parameters
sn.mle
Maximum likelihood estimation for skew-normal models
msn.mle
Maximum likelihood estimation for a multivariate skew-normal distribution
sn.em
Fitting Skew-normal variables using the EM algorithm
frontier
Simulated sample from a skew-normal distribution
sn.2logL.profile
Profile twice loglikelihood for skew-normal models
dsn2.plot
Plot of Bivariate Skew-normal Density Function
sn.mle.grouped
Maximum likelihood estimation of SN and ST distribution for grouped data
dmst
Multivariate skew-t distribution
msn.fit
Fitting multivariate skew-normal distributions
ais
Australian Institute of Sport data
sn.mmle
Modified maximum likelihood estimation for skew-normal ans skew-t models
msn.marginal
Marginal components of a multivariate skew-normal distribution
dmsn
Multivariate skew-normal distribution
st.2logL.profile
Profile twice loglikelihood for skew-t models
sn-internal
Internal sn functions
msn.affine
Affine transformation of a multivariate skew-normal or skew-t variable
sample.centralmoments
Sample centralmoments