dsn
, psn
, qsn
, rsn
, T_Owen
, cp_to_dp
, dp_to_cp
, zeta
,
gamma1_to_lambda
, sn_cumulants
, sn_em
, sn_2logL_profile
,
sn_mle
, sn_dev
, sn_dev_gh
.
The functions of the multivariate section are:
dmsn
, rmsn
, plot_dsn2
, msn_quantities
, msn_conditional
,
msn_cond_cum
, msn_marginal
, plot_msn_cond
, msn_fit
, msn_mle
,
msn_dev
, msn_dev_grad
, msn_moment_fit
, num_deriv
.
stats
and the optimisation toolbox optim
are required.
num_deriv
is based on a similar function written by Monica Chiogna.
This software and part of the associated theoretical work has been developed
while the author was at the Nuffield College, Oxford, under the Jemolo
Fellowship scheme; the generous support of the college is gratefully
acknowledged.
Additional support for the development of the theoretical research work has
been provided by the "Consiglio Nazionale delle Ricerche" of Italy, grant
no.97.01331.CT10.Azzalini, A. (1986). Further results on a class of distributions which includes the normal ones. Statistica 46,199-208.
Azzalini, A. and Dalla Valle, A. (1996). The multivariate skew-normal distribution. Biometrika 83, 715-726.
Azzalini, A. and Capitanio, A. (1999). Statistical applications of the multivariate skew-normal distribution. J.Roy.Statist.Soc. B 61, part 3.