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sn (version 1.3-0)

The Skew-Normal and Skew-t Distributions

Description

Build 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

1.3-0

License

GPL-2 | GPL-3

Maintainer

Adelchi Azzalini

Last Published

November 11th, 2015

Functions in sn (1.3-0)

dmsn

Multivariate skew-normal distribution
dp2cp

Conversion between parametrizations of a skew-elliptical distribution
dsn

Skew-Normal Distribution
T.Owen

Owen's function
selm-class

Classes selm and mselm of objects created by function selm
dmst

Multivariate skew-$t$ distribution and skew-Cauchy distribution
coef.selm

Coefficients of objects created by selm
frontier

Simulated sample from a skew-normal distribution
summary.selm

Summarizing selm fits
makeSECdistr

Build a skew-elliptically contoured distribution
affineTransSECdistr

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

Profile log-likelihood function of selm-class objects
sn-st.cumulants

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

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

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

Summary of a SEC distribution object
dst

Skew-$t$ Distribution
sn-st.info

Expected and observed Fisher information for SN and ST distributions
SECdistrUv-class

Class "SECdistrUv"
wines

Piedmont wines data
selm.fit

Fitting functions for selm models
extractSECdistr

Extract the SEC error term from an object created by selm
matrix-op

vech and other matrix operators
plot.SECdistr

Plotting methods for classes SECdistrUv and SECdistrMv
sn-package

Package sn: overview
summary.SECdistrMv-class

Classes summary.SECdistrMv and summary.SECdistrUv
dsc

Skew-Cauchy Distribution
zeta

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

Standard deviation
conditionalSECdistr

Skew-normal conditional distribution
residuals.selm

Residuals and fitted values from selm fits
SECdistrMv-class

Class "SECdistrMv"
barolo

Price of Barolo wine
plot.selm

Diagnostic plots for selm fits
Qpenalty

Penalty function for log-likelihood of selm models
ais

Australian Institute of Sport data