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sn (version 1.2-4)

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

1.2-4

License

GPL-2 | GPL-3

Maintainer

Adelchi Azzalini

Last Published

August 25th, 2015

Functions in sn (1.2-4)

Simulated sample from a skew-normal distribution

summary.SECdistrMv-class

Classes summary.SECdistrMv and summary.SECdistrUv

Conversion between parametrizations of a skew-elliptical distribution

Diagnostic plots for selm fits

Skew-Normal Distribution

Residuals and fitted values from selm fits

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

Penalty function for log-likelihood of selm models

Coefficients of objects created by selm

Multivariate skew-normal distribution

affineTransSECdistr

Affine transformations and marginals of a skew-elliptical distribution

Summarizing selm fits

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

Classes selm and mselm of objects created by function selm

Owen's function

Package sn: overview

extractSECdistr

Extract the SEC error term from an object created by selm

Expected and observed Fisher information for SN and ST distributions

Plotting methods for classes SECdistrUv and SECdistrMv

Fitting functions for selm models

Build a skew-elliptically contoured distribution

Piedmont wines data

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

SECdistrUv-class

Class "SECdistrUv"

Standard deviation

sn-st.cumulants

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

Australian Institute of Sport data

summary.SECdistr

Summary of a SEC distribution object

Skew-Cauchy Distribution

vech and other matrix operators

SECdistrMv-class

Class "SECdistrMv"

Fitting linear models with skew-elliptical error term

conditionalSECdistr

Skew-normal conditional distribution

Price of Barolo wine

Skew-$t$ Distribution