zzz-mvstnorm: Obsolete Functions

In fMultivar: Rmetrics - Modeling of Multivariate Financial Return Distributions

Obsolete Functions

Description

Obsolete Functions: Alternative multivariate distribution and parameter estimation functions for the skew normal and skew Student-t distribution functions.

Usage

  dmvsnorm(x, dim=2, mu=rep(0, dim), Omega=diag(dim), alpha=rep(0, dim))
  pmvsnorm(q, dim=2, mu=rep(0, dim), Omega=diag(dim), alpha=rep(0, dim))
  rmvsnorm(n, dim=2, mu=rep(0, dim), Omega=diag(dim), alpha=rep(0, dim))

  dmvst(x, dim=2, mu=rep(0, dim), Omega=diag(dim), alpha=rep(0, dim), df=4)
  pmvst(q, dim=2, mu=rep(0, dim), Omega=diag(dim), alpha=rep(0, dim), df=4)
  rmvst(n, dim=2, mu=rep(0, dim), Omega=diag(dim), alpha=rep(0, dim), df=4)   

  mvFit(x, method = c("snorm", "st"), fixed.df = NA, 
      title = NULL, description = NULL, trace = FALSE)

Arguments

x, q	the vector of quantiles, a matrix with "dim" columns.
n	the number of desired observations.
dim	the dimension, by default the bivariate case is considered where dim=2
mu, Omega, alpha, df	mu is a numeric vector of length "dim" representing the location parameter of the distribution, Omega is a symmetric positive-definite matrix of dimension "d" timesd "d", alpha is a numeric vector which regulates the the slant of the density, df a positive value representing the degrees of freedom.
method	selects the type of distribution function, either "snorm" which is the default, or "st".
fixed.df	set to a positive value to keep fixed the parameter nu of the skew student-t distribution in the optimization process; with default value NULL, i.e. nu is estimated like the other parameters.
title	an optional project title.
description	an option project desctiption.
trace	a logical, should the estimation be traced?

Details

The former implementations have been replaced by wrpper functions calling functions from the package "sn".

Value

dm* gives the density, pm* gives the distribution function, and rm* generates n random deviates of dimension dim

mvFit returns an object of class fDISTFEED, see package fBasics.

Examples

## Not run: 
## Load Libray:
   require(mvtnorm)
   
## [dr]mvsnorm - 
   dmvsnorm(rnorm2d(100))
   rmvsnorm(100)

## [dr]mvst - 
   dmvst(rt2d(100))
   rmvst(100)

## End(Not run)

fMultivar documentation built on July 9, 2023, 3:08 p.m.