sn: The Skew-Normal and Skew-t Distributions

Build and manipulate probability distributions of the skew-normal family and some related ones, notably the skew-t family, and provide related statistical methods for data fitting and diagnostics, in the univariate and the multivariate case.

Author
Adelchi Azzalini <adelchi.azzalini@unipd.it>
Date of publication
2016-06-30 18:18:52
Maintainer
Adelchi Azzalini <adelchi.azzalini@unipd.it>
License
GPL-2 | GPL-3
Version
1.4-0
URLs

View on CRAN

Man pages

affineTransSECdistr
Affine transformations and marginals of a skew-elliptical...
ais
Australian Institute of Sport data
barolo
Price of Barolo wine
coef.selm
Coefficients of objects created by 'selm'
conditionalSECdistr
Skew-normal conditional distribution
confint.selm
Confidence intervals for parameters of a selm-class object
dmsn
Multivariate skew-normal distribution
dmst
Multivariate skew-t distribution and skew-Cauchy distribution
dp2cp
Conversion between parametrizations of a skew-elliptical...
dsc
Skew-Cauchy Distribution
dsn
Skew-Normal Distribution
dst
Skew-t Distribution
extractSECdistr
Extract the SEC error term from an object created by 'selm'
frontier
Simulated sample from a skew-normal distribution
makeSECdistr
Build a skew-elliptically contoured distribution
matrix-op
vech and other matrix operators
modeSECdistr
The mode of a skew-elliptically contoured (SEC) distribution
plot.SECdistr
Plotting methods for classes 'SECdistrUv' and 'SECdistrMv'
plot.selm
Diagnostic plots for 'selm' fits
predict.selm
Predict method for selm-class objects
profile.selm
Profile log-likelihood function of selm-class objects
Qpenalty
Penalty function for log-likelihood of 'selm' models
residuals.selm
Residuals and fitted values from 'selm' fits
sd
Standard deviation
SECdistrMv-class
Class '"SECdistrMv"'
SECdistrUv-class
Class '"SECdistrUv"'
selm
Fitting linear models with skew-elliptical error term
selm-class
Classes 'selm' and 'mselm' of objects created by function...
selm.fit
Fitting functions for 'selm' models
sn-package
Package 'sn': overview
sn-st.cumulants
Cumulants of univariate skew-normal and skew-t distributions
sn-st.info
Expected and observed Fisher information for SN and ST...
summary.SECdistr
Summary of a SEC distribution object
summary.SECdistr-class
Classes 'summary.SECdistrMv' and 'summary.SECdistrUv'
summary.selm
Summarizing 'selm' fits
T.Owen
Owen's function
wines
Piedmont wines data
zeta
Function log(2*Phi(x)) and its derivatives

Files in this package

sn
sn/inst
sn/inst/CITATION
sn/inst/doc
sn/inst/doc/selm-intervals.pdf
sn/inst/doc/how_to_sample.pdf
sn/NAMESPACE
sn/NEWS
sn/data
sn/data/frontier.rda
sn/data/wines.rda
sn/data/ais.rda
sn/data/barolo.rda
sn/R
sn/R/sn-funct.R
sn/R/sn_S4.R
sn/R/zzz.R
sn/MD5
sn/DESCRIPTION
sn/man
sn/man/dst.Rd
sn/man/dmsn.Rd
sn/man/selm-class.Rd
sn/man/dp2cp.Rd
sn/man/plot.SECdistr.Rd
sn/man/predict.selm.Rd
sn/man/Qpenalty.Rd
sn/man/frontier.Rd
sn/man/extractSECdistr.Rd
sn/man/matrix-op.Rd
sn/man/sd.Rd
sn/man/confint.selm.Rd
sn/man/affineTransSECdistr.Rd
sn/man/conditionalSECdistr.Rd
sn/man/modeSECdistr.Rd
sn/man/plot.selm.Rd
sn/man/sn-package.Rd
sn/man/SECdistrUv-class.Rd
sn/man/zeta.Rd
sn/man/dsc.Rd
sn/man/ais.Rd
sn/man/T.Owen.Rd
sn/man/summary.selm.Rd
sn/man/selm.fit.Rd
sn/man/summary.SECdistr.Rd
sn/man/makeSECdistr.Rd
sn/man/profile.selm.Rd
sn/man/coef.selm.Rd
sn/man/wines.Rd
sn/man/sn-st.cumulants.Rd
sn/man/residuals.selm.Rd
sn/man/SECdistrMv-class.Rd
sn/man/dmst.Rd
sn/man/selm.Rd
sn/man/summary.SECdistr-class.Rd
sn/man/barolo.Rd
sn/man/sn-st.info.Rd
sn/man/dsn.Rd