conditionalSECdistr: Skew-normal conditional distribution

In sn: The Skew-Normal and Related Distributions Such as the Skew-t and the SUN

Skew-normal conditional distribution

Description

For a multivariate (extended) skew-normal distribution, compute its conditional distribution for given values of some of its components.

Usage

  conditionalSECdistr(object, fixed.comp, fixed.values, name, drop = TRUE)

Arguments

object	an object of class SECdistrMv with family="SN" or family="ESN".
fixed.comp	a vector containing a subset of 1:d which selects the components whose values are to be fixed, if d denotes the dimensionality of the distribution.
fixed.values	a numeric vector of values taken on by the components fixed.comp; it must be of the same length of fixed.comp.
name	an optional character string with the name of the outcome distribution; if missing, one such string is constructed.
drop	logical (default=TRUE), to indicate whether the returned object must be of class SECdistrUv when length(fixed.comp)+1=d.

Details

For background information, see Section 5.3.2 of the reference below.

Value

an object of class SECdistrMv, except in the case when drop=TRUE operates, leading to an object of class SECdistrUv-class.

References

Azzalini, A. and Capitanio, A. (2014). The Skew-normal and Related Families. Cambridge University Press, IMS Monographs series.

See Also

makeSECdistr, SECdistrMv-class, affineTransSECdistr

Examples

Omega <- diag(3) + outer(1:3,1:3)
sn <- makeSECdistr(dp=list(xi=rep(0,3), Omega=Omega, alpha=1:3), family="SN")
esn <- conditionalSECdistr(sn, fixed.comp=2, fixed.values=1.5)
show(esn)

sn documentation built on April 5, 2023, 5:15 p.m.