sn (version 0.4-3)

SN: Package `sn': summary information

Description

This package provides functions related to the skew-normal (SN) and the skew-t (ST) probability distributions, both for the univariate and for the the multivariate case, including regression models.

Functions

The package includes several functions, a number of which are intended as services to other functions, not really to be called directly by the users. The following ones are those more relevant for practical use.

SN distribution: dsn, psn, qsn, rsn, cp.to.dp, dp.to.cp, sn.mle, sn.em,for the univariate case, and dmsn, pmsn, rmsn, msn.fit, msn.mle, dsn2.plot for the multivariate case.

ST distribution: dst, pst, rst, st.mle,for the univariate case, and dmst,pmst, rmst, mst.fit, mst.mle, dst2.plot for the multivariate case.

It is suggested that a user starts by reading the documentation of (some of) these functions.

Requirements

R 2.2.0. Two functions make use of package mnormt: pmsn, pmst.

Version

The version level of the package is given by the command print(.sn.version). The most recent version of the package can be obtained from the WWW page: http://azzalini.stat.unipd.it/SN which also contains other related material

Author

Adelchi Azzalini, Dipart. Scienze Statistiche, Universit� di Padova, Italia. Please send comments, error reports, etc. to the author whose WWW page is http://azzalini.stat.unipd.it/.

Licence

This package and its documentation are usable under the terms of the "GNU General Public License", a copy of which is distributed with the package. While the software is freely usable, it would be appreciated if a reference is inserted in publications or other work which makes use of it; for this purpose, see the command citation("sn").

Acknowledgements

The package has evolved through several versions, developed over some years.

For versions up to 0.20, the following people and institutions have contributed. Many thanks go to Antonella Capitanio for testing the procedures, and to Brian Ripley, Kurt Hornik and Martin Maechler for useful advice on R. The function num.deriv2 is based on a similar function written by Monica Chiogna. The first version of this software and part of the associated theoretical work has been developed while the author was at the Nuffield College, Oxford, under the Jemolo Fellowship scheme; the generous support of the college is gratefully acknowledged. Additional support for the development of the theoretical research work has been provided by the "Consiglio Nazionale delle Ricerche" of Italy, grant no.97.01331.CT10.

Versions 0.21 to 0.30 have been supported by "MIUR", Italy, under grant scheme PRIN 2000. Again, thanks to Antonella Capitanio for additional testing of those versions of the package.