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sn (version 2.0.0)

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

13,196

Version

2.0.0

License

GPL-2 | GPL-3

Maintainer

Adelchi Azzalini

Last Published

March 28th, 2021

Functions in sn (2.0.0)

SECdistrMv-class

Class "SECdistrMv"
barolo

Price of Barolo wine
Qpenalty

Penalty function for log-likelihood of selm models
affineTransSECdistr

Affine transformations and marginals of a skew-elliptical distribution
ais

Australian Institute of Sport data
T.Owen

Owen's function
SECdistrUv-class

Class "SECdistrUv"
SUNdistr-op

Operations on SUNdistr-class objects
SUNdistr-base

The Unified Skew-Normal (SUN) probability distribution
SUNdistr-class

Class "SUNdistr" and its methods
coef.selm

Coefficients of objects created by selm
conditionalSECdistr

Skew-normal conditional distribution
modeSECdistr

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

Package sn: overview of the package structure and commands
dmsn

Multivariate skew-normal distribution
dp2cp

Conversion between parametrizations of a skew-elliptical distribution
convertSN2SUNdistr

Convert a SN distribution into a SUN
makeSUNdistr

Build an object representing a SUN distribution
convertCSN2SUNpar

Conversion of CSN parameters to SUN parameters
dsc

Skew-Cauchy Distribution
galton_moors2alpha_nu

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

Multivariate skew-\(t\) distribution and skew-Cauchy distribution
confint.selm

Confidence intervals for parameters of a selm-class object
frontier

Simulated sample from a skew-normal distribution
dst

Skew-\(t\) Distribution
selm-class

Classes selm and mselm of objects created by function selm
extractSECdistr

Extract the SEC error distribution from an object created by selm
makeSECdistr

Build a skew-elliptically contoured distribution
profile.selm

Profile log-likelihood function of selm-class objects
fournum

Four-number summary of a numeric vector
predict.selm

Predict method for selm-class objects
dsn

Skew-Normal Distribution
summary.SUNdistr

Summary of a SUN distribution object
plot.SECdistr

Plotting methods for classes SECdistrUv and SECdistrMv
residuals.selm

Residuals and fitted values from selm fits
summary.selm

Summarizing selm fits
selm.fit

Fitting functions for selm models
matrix-op

vech, tr and other matrix operators
pprodt2

The distribution of the product of two jointly normal or t variables
sn-package

Package sn: overview, background and history
sn-st.cumulants

Cumulants of univariate skew-normal and skew-\(t\) distributions
plot.SUNdistr-method

Plotting method for class SUNdistr
sd

Standard deviation
plot.selm

Diagnostic plots for selm fits
sn-st.info

Expected and observed Fisher information for SN and ST distributions
zeta

Function \(\log(2\,\Phi(x))\) and its derivatives
symm-modulated-distr

Symmetry-modulated distributions
summary.SUNdistr-class

Class summary.SUNdistr
summary.SECdistr

Summary of a SEC distribution object
selm

Fitting linear models with skew-elliptical error term
summary.SECdistrMv-class

Classes summary.SECdistrMv and summary.SECdistrUv
st.prelimFit

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

Piedmont wines data