Random generation for the Skew Normal distribution with parameters xi, omega^2 and alpha.
This generator is called by function gensample to create random variables based on its parameters.
Arguments
Details
If xi, omega^2 and alpha are not specified they assume the default values of 0, 1 and 0, respectively.
The Skew Normal distribution with parameters xi = \(\xi\), omega^2 = \(\omega^2\) and alpha = \(\alpha\) has density:
$$ \left(\frac{2}{\omega}\right)\phi\left(\frac{x-\xi}{\omega}\right)\Phi\left(\alpha\left(\frac{x-\xi}{\omega}\right)\right) $$
where \(\phi(x)\) is the standard normal probability density function and \(\Phi(x)\) is its cumulative distribution function.
References
Pierre Lafaye de Micheaux, Viet Anh Tran (2016). PoweR: A
Reproducible Research Tool to Ease Monte Carlo Power Simulation
Studies for Studies for Goodness-of-fit Tests in R. Journal of Statistical Software, 69(3), 1--42. doi:10.18637/jss.v069.i03