sn.fit.robust: Numerically Robust Fitting of the Skew-Normal Distribution

In PBGoF: Parametric Bootstrap Tests for the Skew-Normal Distribution

Numerically Robust Fitting of the Skew-Normal Distribution

Description

Fits a skew-normal distribution by MLE, then falls back to default penalized MLE and matching-prior penalized MLE when necessary.

Usage

sn.fit.robust(data = NULL, para_form = c("DP", "CP"))

Arguments

data	A numeric vector containing at least 10 finite observations.
para_form	Parameterization of the result: "DP" for direct parameters or "CP" for centered parameters.

Details

Robustness here concerns numerical fitting failures, not resistance to outliers or model contamination.

Value

A named numeric vector containing parameter estimates and standard errors. If all fitting procedures fail, all entries are NA.

Examples

set.seed(123)
x <- sn::rsn(100, xi = 0, omega = 1, alpha = 5)
sn.fit.robust(x, "DP")
sn.fit.robust(x, "CP")

PBGoF documentation built on Oct. 2, 2026, 5:09 p.m.