Generate Random Samples from a Multivariate Skew Normal Distribution

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Description

Generate random samples from a multivariate skew normal distribution.

Usage

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   rmvsn(n, D, Mu, Sigma)

Arguments

n

number of samples.

D

parameter D of the distribution.

Mu

parameter μ of the distribution.

Sigma

parameter Σ of the distribution.

Details

This function generates random samples using the methods in Sahu et al. 2003.

Value

Random samples from the multivariate skew normal distribution.

References

Sahu, Sujit K., Dipak K. Dey, and Marcia D. Branco. (2003) A new class of multivariate skew distributions with applications to Bayesian regression models. Canadian Journal of Statistics vol. 31, no. 2 129-150.

Examples

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  Mu <- rep(400, 2)
  Sigma <- diag(c(40, 40))
  D <- diag(c(-30, -30))
  Y <- rmvsn(n=1000, D, Mu, Sigma)