esn <- makeSECdistr(dp=c(0, 1, 2, 0.5), family="ESN")
sun <- convertSN2SUNdistr(esn)
mean(sun) - mean(esn)
vcov(sun) - sd(esn)^2
#
dp0 <- list(xi=1:2, Omega=diag(3:4), alpha=c(3, -5))
f10 <- makeSECdistr(dp=dp0, family="SN", name="SN-2d", compNames=c("u1", "u2"))
sun10 <- convertSN2SUNdistr(f10)
mean(sun10) - mean(f10)
vcov(sun10) - vcov(f10)
Run the code above in your browser using DataLab