SECdistrMv-class: Class `"SECdistrMv"`

Description

A class of objects representing multivariate skew-elliptically contoured (SEC) distributions.

Arguments

Objects from the Class

Objects can be created by a call to function makeSECdistr, when its argument dp is a list, or by a suitable transformation of some object of this class. They can also obtained from an object generated by selm using the function extractSEDdistr.

Slots

family:: a character string which identifies the parametric family; currently, possible values are: "SN", "ESN", "ST", "SC".
dp:: a list of parameters; its length depends on the selected family.
name:: a character string with the name of the multivariate variable; it can be an empty string.
compNames:: a vector of character strings with the names of the component variables.

Methods

show: signature(object = "SECdistrMv-class"): ...
plot: signature(x = "SECdistrMv-class"): ...
summary: signature(object = "SECdistrMv-class"): ...
mean: signature(x = "SECdistrMv"): ...
vcov: signature(object = "SECdistrMv"): ...

Author

Adelchi Azzalini

Examples

Run this code

  dp0 <- list(xi=1:2, Omega=diag(3:4), alpha=c(3, -5))
  f10 <- makeSECdistr(dp=dp0, family="SN", name="SN-2D", compNames=c("x", "y"))
  show(f10)
  plot(f10)
  summary(f10)
  mean(f10)  # the mean value of the probability distribution
  vcov(f10)  # the variance-covariance matrix of the probability distribution

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