dist-snormFit: Skew normal distribution parameter estimation

In fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Skew normal distribution parameter estimation

Description

Fits the parameters of the skew normal distribution.

Usage

snormFit(x, ...)

Arguments

x	a numeric vector of quantiles.
...	parameters passed to the optimization function nlm.

Value

a list with the following components:

par	the best set of parameters found;
objective	the value of objective corresponding to par;
convergence	an integer code. 0 indicates successful convergence;
message	a character string giving any additional information returned by the optimizer, or NULL. For details, see PORT documentation;
iterations	number of iterations performed;
evaluations	number of objective function and gradient function evaluations.

Author(s)

Diethelm Wuertz for the Rmetrics R-port

References

Fernandez C., Steel M.F.J. (2000); On Bayesian Modelling of Fat Tails and Skewness, Preprint, 31 pages.

See Also

snormSlider (visualize), snorm, absMoments

Examples

set.seed(1953)
r <- rsnorm(n = 1000)

snormFit(r)

fGarch documentation built on Dec. 12, 2025, 5:07 p.m.