rmvsn: Generate Random Samples from a Multivariate Skew Normal...

In miscF: Miscellaneous Functions

Description

Generate random samples from a multivariate skew normal distribution.

Usage

   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

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

miscF documentation built on April 14, 2020, 7:01 p.m.