| SN {sn} | R Documentation |
This library provides functions related to the skew-normal probability distribution, both for the univariate and the the multivariate case.
The functions of the scalar case section are:
dsn, psn, qsn, rsn, T.Owen, cp.to.dp,
dp.to.cp, zeta,
gamma1.to.lambda, sn.cumulants, sn.em, sn.2logL.profile,
sn.mle, sn.dev, sn.dev.gh.
The functions of the multivariate section are:
dmsn, rmsn, plot.dsn2, msn.quantities,
msn.conditional,
msn.marginal, plot.msn.cond, msn.fit, msn.mle,
msn.dev, msn.dev.grad, msn.moment.fit, num.deriv.
R 1.0.1
You are using version 0.22 (2000/09/15). The most recent version of the library can be obtained from the WWW page: http://www.stat.unipd.it/~azzalini/SN which also contains other related material
There is no manual for this version (and possibly there will never be one). All documentation is on-line, apart for the papers listed below, which provide background information. Some functions are not documented.
Adelchi Azzalini, Dept Statistical Sciences, University of Padua, Italy. Please send comments, error reports, etc. to azzalini@stat.unipd.it
Many thanks go to Antonella Capitanio for testing the procedures,
and to Brian Ripley and Martin Maechler for useful advice on R.
The function num.deriv is based on a similar function written
by Monica Chiogna.
This software and part of the associated theoretical work has been developed
while the author was at the Nuffield College, Oxford, under the Jemolo
Fellowship scheme; the generous support of the college is gratefully
acknowledged.
Additional support for the development of the theoretical research work has
been provided by the "Consiglio Nazionale delle Ricerche" of Italy, grant
no.97.01331.CT10.
This library and its documentation are usable under the terms of the "GNU General Public License", a copy of which is distributed with the package.
Azzalini, A. (1985). A class of distributions which includes the normal ones. Scand. J. Statist. 12, 171-178.
Azzalini, A. (1986). Further results on a class of distributions which includes the normal ones. Statistica 46,199-208.
Azzalini, A. and Dalla Valle, A. (1996). The multivariate skew-normal distribution. Biometrika 83, 715–726.
Azzalini, A. and Capitanio, A. (1999). Statistical applications of the multivariate skew-normal distribution. J.Roy.Statist.Soc. B 61, 579-602.