a vector of three elements, whose elements are (location, scale, shape)
respectively. If dp is specified, then the individual
parameters must not be.
n
a scalar integer of the maximal order or cumulants required
Value
the cumulants up to order n of the skew-normal distribution
with location=0, scale=1 and shape as selected.
Details
Typical usages are
sn.cumulants(location = 0, scale = 1, shape = 0, n = 4)
sn.cumulants(dp=, n = 4)
The moment generating function (hence the cumulant generating function)
of the distribution is given in the refence below.
The computations method used is proved analytically up to n=3 but it is
seen to behave correctly up to the order which was checked (n=8).
References
Azzalini, A. (1985).
A class of distributions which includes the normal ones.
Scand. J. Statist.12, 171-178.