The sn package provides facilities to define and manipulate probability distributions of the skew-normal (SN) family and some related ones, notably the skew-\(t\) (ST) and the unified skew-normal (SUN) families. For a number of these families, statistical methods are provided, to perform data fitting and model diagnostics, in the univariate and the multivariate case.
A separatate document is entirely dedicated to the presentation of
the package structure and its basic functions;
see the package overview.
The package adopts the terminology, notation and general framework of the monograph by Azzalini and Capitanio (2014). This matching constitutes a reason for the numerous references to the book in the documentation of the package.
An additional reason for referring to that monograph instead of the original research papers is that the book provides a relatively not-so-formal account of material which has been elaborated in a number of publications, sometimes very technical, or re-elabotated over a few papers or possibly mixing the information of key interest with other material. In other words, the motivation behind this policy is readability, not indulgence in self-citation.
When one or a few original sources appeared to deliver the required information in a compact and accessible form, they have been cited directly. In any case, the cited sections of the book include bibliographic notes which refer back to the original sources.
The first version of the package was written in 1997, and it was uploaded on CRAN in 1998. Subsequent versions have evolved gradually up to version 0.4-18 in May 2013.
In January 2014, version 1.0-0 has been uploaded to CRAN. This represented a substantial re-writing of the earlier ‘version 0.x’, developed in broad connection with the book by Azzalini and Capitanio (2014). Differences between the ‘version 0’ and the ‘version 1’ series are radical; they concern the core computational and graphical part as well as the user interface. Since version 1.0-0, the S4 protocol for classes and methods has been adopted.
After various versions 1.x-y, version 2.0.0 has appeared in March 2021, providing support for the SUN distribution.
Additional information on the evolution of the package is provided in
NEWS file, accessible from the package documentation index page.
There is a partial backward compatibility of newer version versus
‘version 0-4.18’ of the package.
Some functions of the older version would work as before
with virtually no change; a wider set arguments is now allowed. Functions
dsn, dst, dmsn and alike fall in
this category: in some cases, the names of the arguments have been altered,
but they work as before if called with unnamed arguments; similar cases are
msn.mle, sn.cumulants and T.Owen.
Notice, however, that msn.mle and other fitting functions have
effectively been subsumed into the more comprehensive fitting function
selm.
A second group of functions will work with little or even minimal changes.
Specific examples are functions sn.mle and st.mle which have
become sn.mple and st.mple, with some additional
arguments (again, one can achieve the same result via selm).
Another example is constitude by the group of functions dp.to.cp,
cp.to.dp and st.cumulants.inversion, which have been replaced
by the more general functions dp2cp and cp2dp;
one only needs to pay attention to conversion from 3rd and 4th order
cumulants to their standardized form in connection with the replacement of
st.cumulants.inversion.
Finally, some functions are not there any longer, with no similarly-working
functions in the new version. This is the case of sn.mle.grouped
and st.mle.grouped for maximum likelihood estimation from
grouped data, that is, data recorded as intervals and corresponding
frequencies.
R version 2.15-3 or higher, plus packages mnormt, numDeriv and quantreg, in addition to standard packages (methods, graphics, stats4, etc.)
The command citation("sn") indicates, among other information,
the running version of the package.
The most recent version of the package can be obtained from
the web page: http://azzalini.stat.unipd.it/SN/
which also provides related material.
From the above-indicated web page, one can also obtain the package ‘sn0’ which is essentially the last ‘version 0’ (that is, 0.4-18) with suitable renaming of certain ingredients. This allows to have both the current and the old package installed at the same time.
Adelchi Azzalini. Please send comments, error reports et cetera to the author, whose web page is http://azzalini.stat.unipd.it/.
This package and its documentation are usable under the terms of the “GNU General Public License” version 3 or version 2, as you prefer; a copy of them is available from https://www.R-project.org/Licenses/.
While the software is freely usable, it would be appreciated
if a reference is inserted in publications or other work
which makes use of it. For the appropriate way of referencing it,
see the command citation("sn").
Azzalini, A. with the collaboration of Capitanio, A. (2014). The Skew-Normal and Related Families. Cambridge University Press, IMS Monographs series.
package-overview