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sn (version 1.2-2)

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 the multivariate case.

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Version

Install

install.packages('sn')

Monthly Downloads

22,931

Version

1.2-2

License

GPL-2 | GPL-3

Maintainer

Adelchi Azzalini

Last Published

June 5th, 2015

Functions in sn (1.2-2)

makeSECdistr

Build a skew-elliptically contoured distribution
T.Owen

Owen's function
sd

Standard deviation
sn-package

Package sn: overview
coef.selm

Coefficients of objects created by selm
frontier

Simulated sample from a skew-normal distribution
barolo

Price of Barolo wine
affineTransSECdistr

Affine transformations and marginals of a skew-elliptical distribution
selm.fit

Fitting functions for selm models
plot.selm

Diagnostic plots for selm fits
conditionalSECdistr

Skew-normal conditional distribution
modeSECdistr

The mode of a skew-elliptically contoured (SEC) distribution
summary.SECdistr

Summary of a SEC distribution object
zeta

Function $log(2\Phi(x))$ and its derivatives
residuals.selm

Residuals and fitted values from selm fits
dmsn

Multivariate skew-normal distribution
selm-class

Classes selm and mselm of objects created by function selm
summary.selm

Summarizing selm fits
wines

Piedmont wines data
SECdistrMv-class

Class "SECdistrMv"
Qpenalty

Penalty function for log-likelihood of selm models
sn-st.cumulants

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

Fitting linear models with skew-elliptical error term
plot.SECdistr

Plotting methods for classes SECdistrUv and SECdistrMv
extractSECdistr

Extract the SEC error term from an object created by selm
dst

Skew-$t$ Distribution
SECdistrUv-class

Class "SECdistrUv"
matrix-op

vech and other matrix operators
sn-st.info

Expected and observed Fisher information for SN and ST distributions
dsn

Skew-Normal Distribution
ais

Australian Institute of Sport data
dp2cp

Conversion between parametrizations of a skew-elliptical distribution
summary.SECdistrMv-class

Classes summary.SECdistrMv and summary.SECdistrUv
dsc

Skew-Cauchy Distribution
dmst

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