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sn (version 2.0.2)

The Skew-Normal and Related Distributions Such as the Skew-t and the SUN

Description

Build and manipulate probability distributions of the skew-normal family and some related ones, notably the skew-t and the SUN families. For the skew-normal and the skew-t distributions, statistical methods are provided for data fitting and model diagnostics, in the univariate and the multivariate case.

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Version

Install

install.packages('sn')

Monthly Downloads

22,931

Version

2.0.2

License

GPL-2 | GPL-3

Maintainer

Adelchi Azzalini

Last Published

March 8th, 2022

Functions in sn (2.0.2)

Confidence intervals for parameters of a selm-class object

Penalty function for log-likelihood of selm models

Skew-Cauchy Distribution

SECdistrMv-class

Class "SECdistrMv"

convertCSN2SUNpar

Conversion of CSN parameters to SUN parameters

Australian Institute of Sport data

galton_moors2alpha_nu

Mapping of the (Galton-Bowley, Moors) measures to the (\(alpha\), \(nu\)) parameters of a ST distribution

Skew-Normal Distribution

Build a skew-elliptically contoured distribution

Price of Barolo wine

SECdistrUv-class

Class "SECdistrUv"

Plotting methods for classes SECdistrUv and SECdistrMv

The Unified Skew-Normal (SUN) probability distribution

Compute preliminary estimates for a linear model with ST-distributed error term

Coefficients of objects created by selm

Class "SUNdistr" and its methods

Operations on SUNdistr-class objects

plot.SUNdistr-method

Plotting method for class SUNdistr

conditionalSECdistr

Skew-normal conditional distribution

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

convertSN2SUNdistr

Convert a SN distribution into a SUN

Skew-\(t\) Distribution

summary.SECdistrMv-class

Classes summary.SECdistrMv and summary.SECdistrUv

extractSECdistr

Extract the SEC error distribution from an object created by selm

Package sn: overview of the package structure and commands

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

Residuals and fitted values from selm fits

Owen's function

summary.SUNdistr-class

Class summary.SUNdistr

Standard deviation

Multivariate skew-\(t\) distribution and skew-Cauchy distribution

Multivariate skew-normal distribution

summary.SECdistr

Summary of a SEC distribution object

Conversion between parametrizations of a skew-elliptical distribution

affineTransSECdistr

Affine transformations and marginals of a skew-elliptical distribution

Four-number summary of a numeric vector

Summarizing selm fits

summary.SUNdistr

Summary of a SUN distribution object

Simulated sample from a skew-normal distribution

Classes selm and mselm of objects created by function selm

Predict method for selm-class objects

Profile log-likelihood function of selm-class objects

Fitting linear models with skew-elliptical error term

vech, tr and other matrix operators

Diagnostic plots for selm fits

sn-st.cumulants

Cumulants of univariate skew-normal and skew-\(t\) distributions

Build an object representing a SUN distribution

The distribution of the product of two jointly normal or t variables

Package sn: overview, background and history

Fitting functions for selm models

symm-modulated-distr

Symmetry-modulated distributions

Piedmont wines data

Expected and observed Fisher information for SN and ST distributions