The probability density function of the closed-skew normal distribution

1 |

`x` |
this is either a vector of length |

`mu` |
a numeric vector representing the location parameter of the
distribution; it must be of length |

`sigma` |
a positive definite matrix representing the scale parameter of the distribution; a vector of length 1 is also allowed |

`gamma` |
a matrix representing the skewness parameter of the distribution; a vector of length 1 is also allowed |

`nu` |
a numeric vector allows for closure with conditional densities;
it must be of length |

`delta` |
a positive definite matrix allows for closure with the marginal densities; a vector of length 1 is also allowed |

Function dcsn makes use of pmvnorm and dmvnorm from package mvtnorm

`dcsn`

returns a vector of density values

1 2 3 4 5 6 7 8 9 |

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.