The skew-normal and skew-t distributions


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Documentation for package ‘sn’ version 0.4-10

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sn-package Package ‘sn’: summary information
ais Australian Institute of Sport data
cp.to.dp Conversion between equivalent parametrizations
dmsn Multivariate skew-normal distribution
dmst Multivariate skew-t distribution
dp.to.cp Conversion between equivalent parametrizations
dsn Skew-Normal Distribution
dsn2.plot Plot of Bivariate Skew-normal Density Function
dst Skew-t Distribution
dst2.plot Plot of bivariate skew-t density function
frontier Simulated sample from a skew-normal distribution
gamma1.to.lambda Converts skewness to shape parameter of skew-normal distribution
msn.affine Affine transformation of a multivariate skew-normal or skew-t variable
msn.cond.plot Plot of the density of a conditional skew-normal variate
msn.conditional Cumulants and distribution of a skew-normal variate after conditioning
msn.fit Fitting multivariate skew-normal distributions
msn.marginal Marginal components of a multivariate skew-normal distribution
msn.mle Maximum likelihood estimation for a multivariate skew-normal distribution
msn.quantities Quantities related to the multivariate skew-normal distribution.
mst.affine Affine transformation of a multivariate skew-normal or skew-t variable
mst.fit Fitting multivariate skew-t distributions
mst.mle Maximum likelihood estimation for a (multivariate) skew-t distribution
pmsn Multivariate skew-normal distribution
pmst Multivariate skew-t distribution
psn Skew-Normal Distribution
pst Skew-t Distribution
qsn Skew-Normal Distribution
qst Skew-t Distribution
rmsn Multivariate skew-normal distribution
rmst Multivariate skew-t distribution
rsn Skew-Normal Distribution
rst Skew-t Distribution
sample.centralmoments Sample centralmoments
SN Package ‘sn’: summary information
sn.2logL.profile Profile twice loglikelihood for skew-normal models
sn.cumulants Cumulants of the skew-normal distribution
sn.Einfo Expected Fisher information for SN distribution parameters
sn.em Fitting Skew-normal variables using the EM algorithm
sn.mle Maximum likelihood estimation for skew-normal models
sn.mle.grouped Maximum likelihood estimation of SN and ST distribution for grouped data
sn.mmle Modified maximum likelihood estimation for skew-normal ans skew-t models
st.2logL.profile Profile twice loglikelihood for skew-t models
st.cumulants Cumulants of the skew-t distribution
st.mle Maximum likelihood estimation for a (multivariate) skew-t distribution
st.mle.grouped Maximum likelihood estimation of SN and ST distribution for grouped data
st.mmle Modified maximum likelihood estimation for skew-normal ans skew-t models
T.Owen Owen's function
zeta Function ‘log(2*pnorm(x))’ and its derivatives