SN {sn} | R Documentation |
This package provides functions related to the skew-normal (SN) and the skew-t (ST) probability distributions, both for the univariate and for the the multivariate case, including regression models.
The package includes several functions, a number of which are intended as services to other functions, not really to be called directly by the users. The following ones are those more relevant for practical use.
SN distribution:
dsn
, psn
, qsn
,
rsn
, cp.to.dp
, dp.to.cp
,
sn.mle
, sn.em
,
for the univariate case, and
dmsn
, pmsn
, rmsn
,
msn.fit
, msn.mle
, dsn2.plot
for the multivariate case.
ST distribution:
dst
, pst
, rst
, st.mle
,
for the univariate case,
and dmst
,pmst
, rmst
,
mst.fit
, mst.mle
, dst2.plot
for the multivariate case.
It is suggested that a user starts by reading the documentation of (some of) these functions.
R 2.2.0.
A few functions make use of package mnormt
:
psn
, pmsn
, pmst
.
The version level of the package is given by the command
print(.sn.version)
.
The most recent version of the package can be obtained from
the WWW page: http://azzalini.stat.unipd.it/SN
which also contains other related material
Adelchi Azzalini, Dipart. Scienze Statistiche, Università di Padova, Italia. Please send comments, error reports, etc. to the author whose WWW page is http://azzalini.stat.unipd.it/.
This package and its documentation are usable under the terms of the
"GNU General Public License", a copy of which is distributed with the
package. 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 this purpose, see the command
citation("sn")
.
The package has evolved through several versions, developed over some years.
For versions up to 0.20, the following people and institutions
have contributed. Many thanks go to Antonella Capitanio for testing
the procedures, and to Brian Ripley, Kurt Hornik and Martin Maechler
for useful advice on R.
The function num.deriv2
is based on a similar
function written by Monica Chiogna. The first version of 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.
Versions 0.21 to 0.30 have been supported by "MIUR", Italy, under grant scheme PRIN 2000. Again, thanks to Antonella Capitanio for additional testing of those versions of the package.