dsn(x, location, scale, shape) psn(q, location, scale, shape) qsn(p, location, scale, shape, tol) rsn(n, location, scale, shape)
x
|
vector of quantiles. Missing values (NaN s) are allowed.
|
q
|
vector of quantiles. Missing values (NaN s) are allowed.
|
p
|
vector of probabilities. Missing values (NaN s) are allowed.
|
location
| vector of location parameters (default is 0). |
scale
| vector of (positive) scale parameters (default is 1). |
shape
|
vector of shape parameters (default is 0). With psn and `qsn", it must be of length 1.
|
n
| sample size (default is 1). |
tol
| a scale value which regulates the accuracy of the result (default is 1e-8). |
psn
make use of function T_Owen
dsn
), probability (psn
),
quantile (qsn
) or random sample (rsn
)
from the skew-normal distribution with given location
, scale
and shape
parameters.shape
parameter which regulates
skewness; when shape=0
, the skew-normal distribution reduces to the
normal one. The density of the SN distribution when location=0
and scale=1
is 2*dnorm(x)*pnorm(shape*x)
.
A multivariate version of the distribution exists.
See the references below for additional information.Azzalini, A. and Dalla Valle, A. (1996). The multivariate skew-normal distribution. Biometrika 83, 715-726.
T_Owen
, dmsn
, sn_mle
pdf = dsn([-3:0.1:3],0,1,3) cdf = psn([-3:0.1:3],0,1,3) qu = qsn([0.1:0.1:0.9],0,1,-2) rn = rsn(100, 5, 2, 5)