The library 'sn': summary information

Description

This library provides functions related to the skew-normal probability distribution, both for the univariate and the the multivariate case.

FUNCTIONS

The functions of the scalar case section are: 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.

REQUIREMENTS

The statistical toolbox stats and the optimisation toolbox optim are required.

VERSION

You are using a translation of S-plus version 0.21 (1 April 1999). The most recent version of the library can be obtained from the WWW page: http://www.stat.unipd.it/dip/homes/azzalini/SN

MANUAL

There is no manual for this version (and possibly there will never be one). All documentation is on-line, apart for the papers listed below, which provide background information. Some functions are not documented.

AUTHOR

Adelchi Azzalini, Dept Statistical Sciences, University of Padua, Italy. Please send comments, error reports, etc. to the author via the abovementioned WWW page. This Matlab version has been translated by Nicola Sartori.

ACKNOWLEDGEMENTS

Many thanks to Antonella Capitanio, for testing the procedures, and to Brian Ripley, who has kindly provided the programs to generate the MS-windows version from the Unix version. The function 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.

LICENCE

This library and its documentation are usable under the terms of the "GNU General Public License", a copy of which is distributed with the package.

References

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

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.


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