msn_quantities(xi, Omega, alpha)
xi
|
numeric vector giving the location parameter, of length k , say.
Missing values are not allowed.
|
Omega
|
a covariance matrix of size k by k .
Missing values are not allowed.
|
alpha
|
numeric vector of shape parameter of length k .
Missing values are not allowed.
|
xi,
| as given on input |
omega
| vector of scale parameters |
mean
| numeric vector representing the mean value of the distribution |
variance
| variance matrix of the distribution |
Omega_con,Omega_conc
|
correlation matrix and concentration matrix associated to Omega
|
Psi
|
covariance matrix of the equivalent (lambda,Psi) parametrization
|
lambda,
| shape parameters of the marginal distributions, in two equivalent forms |
gamma1
| numeric vector with marginal indices of skewness |
Azzalini, A. and Capitanio, A. (1999). Statistical applications of the multivariate skew-normal distribution. J.Roy.Statist.Soc. B 61, part 3.
dmsn
a = msn_quantities([0,0], eye(2), [2,3])