cumulants of the skew-normal distribution

Usage

sn_cumulants(shape, n)

Arguments

shape a vector of shape parameter (default is 0).
n a scalar integer (default is 4).

Description

cumulants of the skew-normal distribution

Details

The moment generating function (hence the cumulant generating function) of the distribution is given in the refence below. The computations method used here is unproved analytically but it is seen to behave correctly up to the order which was checked (n=8).

Value

the cumulants up to order n of the skew-normal distribution with location=0, scale=1 and shape as selected

References

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

See Also

dsn, zeta

Examples

cum = sn_cumulants([0,1,2,5,10],4)


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