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Given a multivariate random variable
affineTransSECdistr(object, a, A, name, compNames, drop=TRUE)
marginalSECdistr(object, comp, name, drop=TRUE)
If object
defines the distribution of a SEC random
variable affineTransSECdistr
computes the
distribution of marginalSECdistr
computes the marginal
distribution of the comp
components. In both cases the returned
object is of class SECdistrMv
, except when drop=TRUE
operates, leading to an object of class SECdistrUv
.
an object of class SECdistrMv
which identifies the
source random variable, as created by
makeSECdistr
or by extractSECdistr
or
by a previous call to these functions
a numeric vector with the length ncol(A)
.
a full-rank matrix with nrow(A)
equal to the dimensionality
d of the random variable identified by object
.
an optional character string representing the name of the outcome distribution; if missing, one such string is constructed.
an optional vector of length ncol(A)
of character
strings with the names of the components of the outcome distribution;
if missing, one such vector is constructed.
a logical flag (default value: TRUE
), operating only if
the returned object has dimension d=1
, in which case it indicates
whether this object must be of class SECdistrUv
.
a vector formed by a subset of 1:d
which indicates which
components must be extracted from object
, on denoting by d
its dimensionality.
These functions implement formulae given in Sections 5.1.4, 5.1.6 and 6.2.2 of the reference below.
Azzalini, A. with the collaboration of Capitanio, A. (2014). The Skew-Normal and Related Families. Cambridge University Press, IMS Monographs series.
makeSECdistr
, extractSECdistr
,
SECdistrMv-class
dp3 <- list(xi=1:3, Omega=toeplitz(1/(1:3)), alpha=c(3,-1,2), nu=5)
st3 <- makeSECdistr(dp3, family="ST", name="ST3", compNames=c("U", "V", "W"))
A <- matrix(c(1,-1,1, 3,0,-2), 3, 2)
new.st <- affineTransSECdistr(st3, a=c(-3,0), A=A)
#
st2 <- marginalSECdistr(st3, comp=c(3,1), name="2D marginal of ST3")
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