skewnormUC: Skew-Normal Distribution

In VGAM: Vector Generalized Linear and Additive Models

Skew-Normal Distribution

Description

Density and random generation for the univariate skew-normal distribution.

Usage

dskewnorm(x, location = 0, scale = 1, shape = 0, log = FALSE)
rskewnorm(n, location = 0, scale = 1, shape = 0)

Arguments

x	vector of quantiles.
n	number of observations. Same as runif.
location	The location parameter \xi. A vector.
scale	The scale parameter \omega. A positive vector.
shape	The shape parameter. It is called \alpha in skewnormal.
log	Logical. If log=TRUE then the logarithm of the density is returned.

Details

See skewnormal, which currently only estimates the shape parameter. More generally here, Z = \xi + \omega Y where Y has a standard skew-normal distribution (see skewnormal), \xi is the location parameter and \omega is the scale parameter.

Value

dskewnorm gives the density, rskewnorm generates random deviates.

Note

The default values of all three parameters corresponds to the skew-normal being the standard normal distribution.

Author(s)

T. W. Yee

References

http://tango.stat.unipd.it/SN.

See Also

skewnormal.

Examples

## Not run:  N <- 200  # Grid resolution
shape <- 7; x <- seq(-4, 4, len = N)
plot(x, dskewnorm(x, shape = shape), type = "l", col = "blue", las = 1,
     ylab = "", lty = 1, lwd = 2)
abline(v = 0, h = 0, col = "grey")
lines(x, dnorm(x), col = "orange", lty = 2, lwd = 2)
legend("topleft", leg = c(paste("Blue = dskewnorm(x, ", shape,")", sep = ""),
       "Orange = standard normal density"), lty = 1:2, lwd = 2,
       col = c("blue", "orange")) 
## End(Not run)

VGAM documentation built on Sept. 18, 2024, 9:09 a.m.