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sn (version 0.4-12)

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

22,931

Version

0.4-12

License

GPL-2

Maintainer

Adelchi Azzalini

Last Published

March 22nd, 2009

Functions in sn (0.4-12)

mst.fit

Fitting multivariate skew-t distributions
dsn2.plot

Plot of Bivariate Skew-normal Density Function
sn.2logL.profile

Profile twice loglikelihood for skew-normal models
dsn

Skew-Normal Distribution
frontier

Simulated sample from a skew-normal distribution
SN

Package `sn': summary information
ais

Australian Institute of Sport data
msn.quantities

Quantities related to the multivariate skew-normal distribution.
sn.mmle

Modified maximum likelihood estimation for skew-normal ans skew-t models
st.2logL.profile

Profile twice loglikelihood for skew-t models
sn.mle

Maximum likelihood estimation for skew-normal models
sn-internal

Internal sn functions
msn.cond.plot

Plot of the density of a conditional skew-normal variate
T.Owen

Owen's function
sn.em

Fitting Skew-normal variables using the EM algorithm
sn.Einfo

Expected Fisher information for SN distribution parameters
mst.mle

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

Skew-t Distribution
msn.mle

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

Plot of bivariate skew-t density function
msn.conditional

Cumulants and distribution of a skew-normal variate after conditioning
sn.mle.grouped

Maximum likelihood estimation of SN and ST distribution for grouped data
sample.centralmoments

Sample centralmoments
cp.to.dp

Conversion between equivalent parametrizations
msn.fit

Fitting multivariate skew-normal distributions
dmst

Multivariate skew-t distribution
st.cumulants

Cumulants of the skew-t distribution
gamma1.to.lambda

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

Affine transformation of a multivariate skew-normal or skew-t variable
msn.marginal

Marginal components of a multivariate skew-normal distribution
zeta

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

Multivariate skew-normal distribution
sn.cumulants

Cumulants of the skew-normal distribution