rTSMSN: Generate the Truncated Scale Mixtures of Skew-Normal...

In TSMSN: Truncated Scale Mixtures of Skew-Normal Distributions

Description

This function generate random samples from Skew-Normal, Skew-t, Skew-Slash and Skew-Contaminated Normal, using the the inverse method.

Usage

rTSMSN(n, mu = 0, sigma2 = 1, lambda = 0, nu = NULL, a = -Inf,
  b = Inf, dist = "SN")

Arguments

n	Number of observations.
mu	Location parameter.
sigma2	Scale parameter.
lambda	Skewness parameter.
nu	Shape parameter. Must be NULL in case of Skew-Normal distribution. Must be a bidimensional vector in case of skew-contaminated normal distribution (SCN) and contaminated normal distribution (CN).
a	Lower bound.
b	Upper bound.
dist	Distribution to be used: "SN" for Skew-Normal model, "ST" for Skew-t model, "SSL" for Skew-slash model and "SCN" for Skew-contaminated Normal model.

Details

For the SMN family, consider lambda = 0. For the Skew-contaminated Normal and Contaminated Normal distribution, each component of the bidimensional vector "nu" must be on (0,1).

Value

Returns a vector with the sample generated according to the distribution and parameters defined.

References

Lachos, V. H.; Garay, A. M.; Cabral, C. R. "Moments of truncated scale mixtures of skew-normal distributions." Brazilian Journal of Probability and Statistics (In press).

Basso, Rodrigo M., et al. "Robust mixture modeling based on scale mixtures of skew-normal distributions." Computational Statistics & Data Analysis 54.12 (2010): 2926-2941.

Examples

rTSMSN(n = 100, mu = 0, sigma2 = 1, nu = NULL, lambda = 0, a = -Inf, b = Inf, dist = "SN")

TSMSN documentation built on July 4, 2019, 5:06 p.m.