# dsn: Skew-Normal Distribution In sn: The Skew-Normal and Related Distributions Such as the Skew-t

## Description

Density function, distribution function, quantiles and random number generation for the skew-normal (SN) and the extended skew-normal (ESN) distribution.

## Usage

 ```1 2 3 4``` ```dsn(x, xi=0, omega=1, alpha=0, tau=0, dp=NULL, log=FALSE) psn(x, xi=0, omega=1, alpha=0, tau=0, dp=NULL, engine, ...) qsn(p, xi=0, omega=1, alpha=0, tau=0, dp=NULL, tol=1e-8, solver="NR", ...) rsn(n=1, xi=0, omega=1, alpha=0, tau=0, dp=NULL) ```

## Arguments

 `x` vector of quantiles. Missing values (`NA`'s) and `Inf`'s are allowed. `p` vector of probabilities. Missing values (`NA`s) are allowed `xi` vector of location parameters. `omega` vector of scale parameters; must be positive. `alpha` vector of slant parameter(s); `+/- Inf` is allowed. With `psn`, it must be of length 1 if `engine="T.Owen"`. With `qsn`, it must be of length 1. `tau` a single value representing the ‘hidden mean’ parameter of the ESN distribution; `tau=0` (default) corresponds to a SN distribution. `dp` a vector of length 3 (in the SN case) or 4 (in the ESN case), whose components represent the individual parameters described above. If `dp` is specified, the individual parameters cannot be set. `n` a positive integer representing the sample size. `tol` a scalar value which regulates the accuracy of the result of `qsn`, measured on the probability scale. `log` logical flag used in `dsn` (default `FALSE`). When `TRUE`, the logarithm of the density values is returned. `engine` a character string which selects the computing engine; this is either `"T.Owen"` or `"biv.nt.prob"`, the latter from package `mnormt`. If `tau != 0` or `length(alpha)>1`, `"biv.nt.prob"` must be used. If this argument is missing, a default selection rule is applied. `solver` a character string which selects the numerical method used for solving the quantile equation; possible options are `"NR"` (default) and `"RFB"`, described in the ‘Details’ section. `...` additional parameters passed to `T.Owen`

## Value

density (`dsn`), probability (`psn`), quantile (`qsn`) or random sample (`rsn`) from the skew-normal distribution with given `xi`, `omega` and `alpha` parameters or from the extended skew-normal if `tau!=0`

## Details

Typical usages are

 ```1 2 3 4 5 6 7 8``` ```dsn(x, xi=0, omega=1, alpha=0, log=FALSE) dsn(x, dp=, log=FALSE) psn(x, xi=0, omega=1, alpha=0, ...) psn(x, dp=, ...) qsn(p, xi=0, omega=1, alpha=0, tol=1e-8, ...) qsn(x, dp=, ...) rsn(n=1, xi=0, omega=1, alpha=0) rsn(x, dp=) ```

`psn` and `qsn` make use of function `T.Owen` or `biv.nt.prob`

In `qsn`, the choice `solver="NR"` selects the Newton-Raphson method for solving the quantile equation, while option `solver="RFB"` alternates a step of regula falsi with one of bisection. The `"NR"` method is generally more efficient, but `"RFB"` is occasionally required in some problematic cases.

## Background

The family of skew-normal distributions is an extension of the normal family, via the introdution of a `alpha` parameter which regulates asymmetry; when `alpha=0`, the skew-normal distribution reduces to the normal one. The density function of the SN distribution in the ‘normalized’ case having `xi=0` and `omega=1` is 2φ(x)Φ(α x), if φ and Φ denote the standard normal density and distribution function. An early discussion of the skew-normal distribution is given by Azzalini (1985); see Section 3.3 for the ESN variant, up to a slight difference in the parameterization.

An updated exposition is provided in Chapter 2 of Azzalini and Capitanio (2014); the ESN variant is presented Section 2.2. See Section 2.3 for an historical account. A multivariate version of the distribution is examined in Chapter 5.

## References

Azzalini, A. (1985). A class of distributions which includes the normal ones. Scand. J. Statist. 12, 171-178.

Azzalini, A. with the collaboration of Capitanio, A. (2014). The Skew-Normal and Related Families. Cambridge University Press, IMS Monographs series.

Functions used by `psn`: `T.Owen`, `biv.nt.prob`

Related distributions: `dmsn`, `dst`, `dmst`

## Examples

 ```1 2 3 4 5``` ```pdf <- dsn(seq(-3, 3, by=0.1), alpha=3) cdf <- psn(seq(-3, 3, by=0.1), alpha=3) q <- qsn(seq(0.1, 0.9, by=0.1), alpha=-2) r <- rsn(100, 5, 2, 5) qsn(1/10^(1:4), 0, 1, 5, 3, solver="RFB") ```

### Example output

```Loading required package: stats4

Attaching package: 'sn'

The following object is masked from 'package:stats':

sd

[1] -1.274659 -2.278906 -2.845733 -3.137009
```

sn documentation built on April 25, 2018, 1:04 a.m.