desn: Univariate extended skew-normal distribution

In ExtremalDep: Extremal Dependence Models

Univariate extended skew-normal distribution

Description

Density function, distribution function for the univariate extended skew-normal (ESN) distribution.

Usage

desn(x, location = 0, scale = 1, shape = 0, extended = 0)
pesn(x, location = 0, scale = 1, shape = 0, extended = 0)

Arguments

x	quantile.
location	location parameter. 0 is the default.
scale	scale parameter; must be positive. 1 is the default.
shape	skewness parameter. 0 is the default.
extended	extension parameter. 0 is the default.

Value

density (desn), probability (pesn) from the extended skew-normal distribution with given location, scale, shape and extended parameters or from the skew-normal if extended = 0. If shape = 0 and extended = 0 then the normal distribution is recovered.

Author(s)

Simone Padoan, [e-mail], https://faculty.unibocconi.it/simonepadoan/; Boris Beranger, [e-mail] https://www.borisberanger.com;

References

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

Azzalini, A. with the collaboration of Capitanio, A. (2014). The Skew-Normal and Related Families. Cambridge University Press, IMS Monographs series.

Examples

dens1 <- desn(x = 1, shape = 3, extended = 2)
dens2 <- desn(x = 1, shape = 3)
dens3 <- desn(x = 1)
dens4 <- dnorm(x = 1)
prob1 <- pesn(x = 1, shape = 3, extended = 2)
prob2 <- pesn(x = 1, shape = 3)
prob3 <- pesn(x = 1)
prob4 <- pnorm(q = 1)

ExtremalDep documentation built on Aug. 21, 2025, 5:57 p.m.