Compute compute the mode of a univariate or multivariate SEC distribution.
modeSECdistr(dp, family, object=NULL)a numeric vector
a numeric vector (in the univariate case, for class SECdistrUv)
or a list (in the multivariate case, , for class SECdistrUv)
of parameters which identify the specific distribution within the named
family.
a character string which identifies the parametric
family among those admissible for classes SECdistrUv or
SECdistrMv.
an object of class SECdistrUv or SECdistrMv as
created by makeSECdistr or extractSECdistr;
if this argument is used, arguments dp and family must
not be set, and vice versa.
The mode is obtained through numerical maximization. In the multivariate case, the problem is reduced to a one-dimensional search using Propositions 5.14 and 6.2 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 and extractSECdistr
for additional information and for constructing a suitable object,
SECdistrUv-class and SECdistrMv-class
for methods mean and vcov which compute the mean (vector)
and the variance (matrix) of the object distribution
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"))
mode1 <- modeSECdistr(dp3, "ST")
mode2 <- modeSECdistr(object=st3) # the same of mode1
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