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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

22,931

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"

Price of Barolo wine

Penalty function for log-likelihood of selm models

affineTransSECdistr

Affine transformations and marginals of a skew-elliptical distribution

Australian Institute of Sport data

Owen's function

SECdistrUv-class

Class "SECdistrUv"

Operations on SUNdistr-class objects

The Unified Skew-Normal (SUN) probability distribution

Class "SUNdistr" and its methods

Coefficients of objects created by selm

conditionalSECdistr

Skew-normal conditional distribution

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

Package sn: overview of the package structure and commands

Multivariate skew-normal distribution

Conversion between parametrizations of a skew-elliptical distribution

convertSN2SUNdistr

Convert a SN distribution into a SUN

Build an object representing a SUN distribution

convertCSN2SUNpar

Conversion of CSN parameters to SUN parameters

Skew-Cauchy Distribution

galton_moors2alpha_nu

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

Multivariate skew-\(t\) distribution and skew-Cauchy distribution

Confidence intervals for parameters of a selm-class object

Simulated sample from a skew-normal distribution

Skew-\(t\) Distribution

Classes selm and mselm of objects created by function selm

extractSECdistr

Extract the SEC error distribution from an object created by selm

Build a skew-elliptically contoured distribution

Profile log-likelihood function of selm-class objects

Four-number summary of a numeric vector

Predict method for selm-class objects

Skew-Normal Distribution

summary.SUNdistr

Summary of a SUN distribution object

Plotting methods for classes SECdistrUv and SECdistrMv

Residuals and fitted values from selm fits

Summarizing selm fits

Fitting functions for selm models

vech, tr and other matrix operators

The distribution of the product of two jointly normal or t variables

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

Standard deviation

Diagnostic plots for selm fits

Expected and observed Fisher information for SN and ST distributions

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

Fitting linear models with skew-elliptical error term

summary.SECdistrMv-class

Classes summary.SECdistrMv and summary.SECdistrUv

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

Piedmont wines data