SECdistrMv-class: Class '"SECdistrMv"'
In sn: The Skew-Normal and Related Distributions, such as the Skew-t

Description Objects from the Class Slots Methods Note Author(s) See Also Examples

Multivariate skew-elliptically contoured distributions

Objects can be created by a call to function makeSECdistr, when its argument dp is a list, or by a suitable transformation of some object of this class. They can also obtained from an object generated by selm using the function extractSEDdistr.

family:: a character string which identifies the parametric family; currently, possible values are: "SN", "ESN", "ST", "SC".
dp:: a list of parameters; its length depends on the selected family.
name:: a character string with the name of the multivariate variable; it can be an empty string.
compNames:: a vector of character strings with the names of the component variables.

show: signature(object = "SECdistrMv-class"): ...
plot: signature(x = "SECdistrMv-class"): ...
summary: signature(object = "SECdistrMv-class"): ...
mean: signature(x = "SECdistrUv"): ...
vcov: signature(object = "SECdistrUv"): ...

See makeSECdistr for a detailed description of family and dp.

Note that here methods mean and vcov are not applied to data or to a fitted model, but to a probability distribution instead, of which they provide the mean (vector) value and the variance-covariance matrix. If methods mean and vcov are applied to a distribution for which the mean or the variance do not exist, a NULL value is returned and a warning message is issued.

Adelchi Azzalini

SECdistrUv, plot,SECdistrMv-method, summary,SECdistrMv-method, affineTransSECdistr, marginalSECdistr, extractSECdistr

  dp0 <- list(xi=1:2, Omega=diag(3:4), alpha=c(3, -5))
  f10 <- makeSECdistr(dp=dp0, family="SN", name="SN-2D", compNames=c("x", "y"))
  show(f10)
  plot(f10)
  summary(f10)
  mean(f10)  # the mean value of the probability distribution
  vcov(f10)  # the variance-covariance matrix of the probability distribution