sn.cumulants {sn}R Documentation

Cumulants of the skew-normal distribution

Description

Cumulants of the skew-normal distribution.

Usage

sn.cumulants(location = 0, scale = 1, shape = 0,  n = 4)
sn.cumulants(dp=, n = 4)

Arguments

location location parameter (vector)
scale scale parameter (vector)
shape shape parameter (vector)
dp a vector of three elements, whose elements are (location, scale, shape) respectively. If dp is specified, then the individual parameters must not be.
n a scalar integer of the maximal order or cumulants required

Details

The moment generating function (hence the cumulant generating function) of the distribution is given in the refence below. The computations method used is proved analytically up to n=3 but it is seen to behave correctly up to the order which was checked (n=8).

Value

the cumulants up to order n of the skew-normal distribution with location=0, scale=1 and shape as selected.

References

Azzalini, A. (1985). A class of distributions which includes the normal ones. Scand. J. Statist. 12, 171-178.

See Also

dsn,zeta

Examples

sn.cumulants(shape=c(0,2.5,5,10), n=5)
sn.cumulants(dp=c(10,3,-8), n=6)

[Package sn version 0.4-12 Index]