Class "SECdistrMv"

Description

Multivariate skew-elliptically contoured distributions

Objects from the Class

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.

Slots

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.

Methods

show

signature(object = "SECdistrMv-class"): ...

plot

signature(x = "SECdistrMv-class"): ...

summary

signature(object = "SECdistrMv-class"): ...

mean

signature(x = "SECdistrUv"): ...

vcov

signature(object = "SECdistrUv"): ...

Note

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.

Author(s)

Adelchi Azzalini

See Also

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

Examples

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  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

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