Compute the distribution of a (multivariate) marginal or the distribution of an affine transformation a + A'Y of a multivariate variable Y with skewelliptical (SEC) distribution.
1 2  affineTransSECdistr(object, a, A, name, compNames, drop=TRUE)
marginalSECdistr(object, comp, name, drop=TRUE)

object 
an object of class 
a 
a numeric vector with the length 
A 
a fullrank matrix with 
name 
an optional character string representing the name of the outcome distribution; if missing, one such string is constructed. 
compNames 
an optional vector of length 
drop 
a logical flag (default value: 
comp 
a vector formed by a subset of 
If object
defines the distribution of a SEC random
variable Y, affineTransSECdistr
computes the
distribution of a+A'Y and marginalSECdistr
computes the marginal
distribution of the comp
components. In both cases the returned
object is of class SECdistrMv
, except when drop=TRUE
operates, leading to an object of class SECdistrUv
.
These functions implement formulae given in Sections 5.1.4, 5.1.6 and 6.2.2 of the reference below.
Azzalini, A. with the collaboration of Capitanio, A. (2014). The SkewNormal and Related Families. Cambridge University Press, IMS Monographs series.
makeSECdistr
, SECdistrMvclass
1 2 3 4 5 6  dp3 < list(xi=1:3, Omega=toeplitz(1/(1:3)), alpha=c(3,1,2), nu=5)
st3 < makeSECdistr(dp3, family="ST", name="ST3", compNames=c("U", "V", "W"))
A < matrix(c(1,1,1, 3,0,2), 3, 2)
new.st < affineTransSECdistr(st3, a=c(3,0), A=A)
#
st2 < marginalSECdistr(st3, comp=c(3,1), name="2D marginal of ST3")

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