Build an object which identifies a Unified Skew-Normal distribution (SUN) within this parametric family. The SUN family is essentially equivalent to some other parametric families examined in the literature, notably the Closed Skew-Normal.
makeSUNdistr(dp, name, compNames, HcompNames, drop = TRUE)An object of SUNdistr-class
a list of parameters as described at SUNdistr-base.
an optional character string with the name of the distribution. If missing, one is created.
an optional vector of character strings with the names of
the component variables; its length must be equal to the dimensionality
d of the distribution being generated.
If missing, the components are named "V1", "V2", ...
an optional vector of character strings with the names of
the hidden component variables; its length must be equal to the
dimensionality component m described in the ‘Details’.
If missing, the components are named "H1", "H2", ...
a logical value (default: TRUE) relevant only in the
case m=1. When both m=1 and drop=TRUE, the
returned object is of class either SECdistrUv or SECdistrMv,
depending on the value of d, and family "SN" or
"ESN", depending on the dp ingredients.
Adelchi Azzalini
The argument dp is a list, whose components are described at
SUNdistr-base; see especially the ‘Details’ there.
In this respect, there is no difference between the univariate and the
univariate case, differently from the similar command
makeSECdistr.
If the arguments name, compNames and HcompNames
are missing, they are composed from the supplied arguments.
A SUNdistr-class object operates according to the S4 protocol.
Basic information on the SUN distribution SUNdistr-base,
the description of the class SUNdistr-class,
Related methods:
show.SUNdistr for displaying the object constituents,
plot.SUNdistr for plotting,
mean.SUNdistr for the mean value,
vcov.SUNdistr for the variance matrix,
summary.SUNdistr for various summary quantities
Functions SUNdistr-op manipulate objects created by this
function, producing new SUNdistr-class objects
xi <- c(1, 0, -1)
Omega <- matrix(c(2,1,1, 1,3,1, 1,1,4), 3, 3)
Delta <- matrix(c(0.72,0.20, 0.51,0.42, 0.88, 0.94), 3, 2, byrow=TRUE)
Gamma <- matrix(c(1, 0.8, 0.8, 1), 2, 2)
dp3 <- list(xi=xi, Omega=Omega, Delta=Delta, tau=c(-0.5, 0), Gamma=Gamma)
sun3 <- makeSUNdistr(dp=dp3, name="SUN3", compNames=c("x", "w", "z"))
show(sun3)
Run the code above in your browser using DataLab