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sn (version 1.0-0)

The skew-normal and skew-t distributions

Description

Define and manipulate probability distributions of the skew-normal family and some related ones (notably the skew-t family) and provide related statistical methods for data fitting and diagnostics, in the univariate and in the multivariate case.

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Version

Install

install.packages('sn')

Monthly Downloads

22,931

Version

1.0-0

License

GPL-2 | GPL-3

Maintainer

Adelchi Azzalini

Last Published

January 7th, 2014

Functions in sn (1.0-0)

Simulated sample from a skew-normal distribution

Skew-Cauchy Distribution

Multivariate skew-normal distribution

Multivariate skew-$t$ distribution and skew-Cauchy distribution

summary.SECdistr

Summary of a SEC distribution object

affineTransSECdistr

Affine transformations and marginals of a skew-elliptical distribution

Price of Barolo wine

conditionalSECdistr

Skew-normal conditional distribution

Penalty function for log-likelihood of selm models

Skew-Normal Distribution

Piedmont wines data

Diagnostic plots for selm fits

sn-st.cumulants

Cumulants of univariate skew-normal and skew-$t$ distributions

Conversion between parametrizations of a skew-elliptical distribution

Australian Institute of Sport data

Classes "selm" and "mselm" of objects created by function selm

Expected and observed Fisher information for SN and ST distributions

summary.SECdistrMv-class

Classes summary.SECdistrMv and summary.SECdistrUv

Fitting functions for selm models

Summarizing selm fits

Fitting linear models with skew-elliptical error term

Plotting methods for classes SECdistrUv and SECdistrMv

Package sn: overview

Skew-$t$ Distribution

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

Build a skew-elliptically contoured distribution

SECdistrUv-class

Class "SECdistrUv"

Owen's function

SECdistrMv-class

Class "SECdistrMv"