Class "IdtSngSNDE"

Description

Contains the results of a single class maximul likelihood estimation for the Skew-Normal distribution, with the four different possible variance-covariance configurations.

Slots

CovConfCases:

List of the considered configurations

ModelNames:

The model acronym, indicating the model type (currently, N for Normal and SN for Skew-Normal), and the configuration Case (C1 to C4) for the covariance matrix

ModelNames:

Inherited from class "IdtE". The model acronym formed by a "SN", indicating a skew-Normal model, followed by the configuration (Case 1 through Case 4)

ModelType:

Inherited from class "IdtE". Indicates the model; always set to "SkewNormal" in objects of the IdtSngSNDE class

ModelConfig:

Inherited from class "IdtE". Configuration case of the variance-covariance matrix: Case 1 through Case 4

NIVar:

Inherited from class "IdtE". Number of interval variables

SelCrit:

Inherited from class "IdtE". The model selection criterion; currently, AIC and BIC are implemented

logLiks:

Inherited from class "IdtE". The logarithms of the likelihood function for the different cases

AICs:

Inherited from class "IdtE". Value of the AIC criterion

BICs:

Inherited from class "IdtE". Value of the BIC criterion

BestModel:

Inherited from class "IdtE". Indicates the best model according to the chosen selection criterion

SngD:

Inherited from class "IdtE". Boolean flag indicating whether a single or a mixture of distribution were estimated. Always set to TRUE in objects of class "IdtSngSNDE"

Extends

Class "IdtSngDE", directly. Class "IdtE", by class "IdtSngDE", distance 2.

Methods

No methods defined with class "IdtSngSNDE" in the signature.

Author(s)

Pedro Duarte Silva <psilva@porto.ucp.pt>
Paula Brito <mpbrito.fep.up.pt>

References

Azzalini, A. and Dalla Valle, A. (1996), The multivariate skew-normal distribution. Biometrika 83(4), 715–726.

Brito, P., Duarte Silva, A. P. (2012), Modelling Interval Data with Normal and Skew-Normal Distributions. Journal of Applied Statistics 39(1), 3–20.

See Also

mle, IData, IdtSngNDE

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