Conversion between equivalent parametrizations

Usage

cp_to_dp(param)
dp_to_cp(param)

Arguments

param a vector of length al least three. If lenght(param) is m+2, then the first m components refer to the regression coefficients (or the location parameter, in case m is 1), and the remaining two components refer to scale and shape, respectively; their role is preserved across parametrizations.

Description

Convert direct to centred parameters of the skew-normal distribution, and viceversa

Details

The advantages of using the centred parametrization, rather than the direct one, are discussed in the reference below.

Value

a vector of the same length of param, representing param in the alternative parametrization; cp_to_dp converts centred to direct parameters, dp_to_cp converts direct to centred parameters.

References

Azzalini, A. and Capitanio, A. (1999). Statistical applications of the multivariate skew-normal distribution. J.Roy.Statist.Soc. B 61, part 3.

See Also

sn_mle, sn_em

Examples

cp = dp_to_cp([30,30,2,4])
dp = cp_to_dp(cp)


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