EMMIXskew (version 1.0.3)

ddmsn: The Multivariate Skew Normal Distribution

Description

Density and random generation for Multivariate Skew Normal distributions with mean vector mean, covariance matrix cov, and skew parameter vector del.

Usage

ddmsn(dat,n, p, mean, cov, del)
rdmsn(    n, p, mean, cov, del)

Arguments

dat

An n by p numeric matrix, the dataset

n

An integer, the number of observations

p

An integer, the dimension of data

mean

A length of p vector, the mean

cov

A p by p matrix, the covariance

del

A length of p vector, the skew parameter

Value

ddmsn gives the density values; rdmsn generates the random numbers

See Also

rdemmix,ddmvn,ddmvt, ddmst,rdmvn,rdmvt, rdmst.

Examples

# NOT RUN {
n <- 100
p <- 2

mean <- rep(0,p)
cov  <- diag(p)
del<- c(0,1)

set.seed(3214)

y   <- rdmsn(  n,p,mean,cov,del)

den <- ddmsn(y,n,p,mean,cov,del)

# }