Random number generation

Description

Random number generation of the closed-skew normal distribution

Usage

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rcsn(k, mu = rep(0, n), sigma, gamma, nu = rep(0, q), delta)

Arguments

k

the number of random numbers to be generated

mu

a numeric vector representing the location parameter of the distribution; it must be of length n, as defined above

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 q, as defined above

delta

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

Details

Function rcsn makes use of rmvnorm from package mvtnorm;

Value

rcsn returns a matrix of k rows of random vectors

See Also

rmvnorm

Examples

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mu <- c(1,2,3)
sigma <- matrix(c(2,-1,0,-1,2,-1,0,-1,2),3)
gamma <- matrix(c(0,1,0,2,2,3),2,3)
nu <- c(1,3)
delta <- matrix(c(1,1,1,2),2)
x1 <- rcsn(100, mu, sigma, gamma, nu, delta)
x2 <- rcsn(100,5,9,1,0,0.05)

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