EVSKSkewNorm: EVSK multivariate Skew Normal

In MultiStatM: Multivariate Statistical Methods

EVSK multivariate Skew Normal

Description

Computes the theoretical values of the mean vector, covariance, skewness vector, total skenwness, kurtosis vector and total kurtosis for the multivariate Skew Normal distribution

Usage

EVSKSkewNorm(omega, alpha)

Arguments

omega	A d \times d correlation matrix
alpha	shape parameter d-vector

Value

A list of theoretical values for the mean vector, covariance, skewness vector, total skenwness, kurtosis vector and total kurtosis

References

Gy.Terdik, Multivariate statistical methods - Going beyond the linear, Springer 2021 (5.5) p.247

S. R. Jammalamadaka, E. Taufer, Gy. Terdik. On multivariate skewness and kurtosis. Sankhya A, 83(2), 607-644.

See Also

Other Moments and cumulants: Cum2Mom(), EVSKUniS(), Mom2Cum(), MomCumCFUSN(), MomCumSkewNorm(), MomCumUniS(), MomCumZabs()

Examples

alpha<-c(10,5,0)
omega<-diag(3)
EVSKSkewNorm(omega,alpha)

MultiStatM documentation built on Sept. 11, 2024, 6:01 p.m.