miscF (version 0.1-5)

rmvsn: Generate Random Samples from a Multivariate Skew Normal Distribution

Description

Generate random samples from a multivariate skew normal distribution.

Usage

rmvsn(n, D, Mu, Sigma)

Arguments

n

number of samples.

D

parameter \(D\) of the distribution.

Mu

parameter \(\mu\) of the distribution.

Sigma

parameter \(\Sigma\) of the distribution.

Value

Random samples from the multivariate skew normal distribution.

Details

This function generates random samples using the methods in Sahu et al. 2003.

References

Sahu, Sujit K., Dipak K. Dey, and Marcia D. Branco. (2003) A new class of multivariate skew distributions with applications to Bayesian regression models. Canadian Journal of Statistics vol. 31, no. 2 129-150.

Examples

# NOT RUN {
  Mu <- rep(400, 2)
  Sigma <- diag(c(40, 40))
  D <- diag(c(-30, -30))
  Y <- rmvsn(n=1000, D, Mu, Sigma)
# }