dmsn(x, xi, Omega, alpha) rmsn(n, xi, Omega, alpha)
x
|
either a vector of length k or a matrix with k columns, where
k is length(alpha) , giving the coordinates of the point(s)
where the density must be avaluated.
|
Omega
|
a covariance matrix of dimension (k,k) .
|
alpha
| a numeric vector which regulates the shape of the density. |
xi
|
a numeric vector of lenght k , or a matrix with k columns,
representing the location parameter of the distribution.
If xi is a matrix, its dimensions must agree with those of x (defaults is
zeros(1,k)).
|
n
| a numeric value which represents the number of random vectors to be drawn (default is 1). |
dmsn
), or a matrix of random
points (rmsn
).(Omega,alpha)
parametrization
adopted here is the one of Azzalini and Capitanio (1998).Azzalini, A. and Capitanio, A. (1999). Statistical applications of the multivariate skew-normal distribution. J.Roy.Statist.Soc. B 61, part 3.
x = linspace(-3,3,30) pdf = dmsn([x',zeros(30,1)], [0,0], eye(2), [2,3]) # rnd = rmsn(50,[0,0], eye(2),[2,3])