dsn {sn} | R Documentation |
Density function, distribution function, quantiles and random number generation for the skew-normal (SN) distribution.
dsn(x, location=0, scale=1, shape=0, log=FALSE) dsn(x, dp=, log=FALSE) psn(x, location=0, scale=1, shape=0, engine, ...) psn(x, dp=, engine, ...) qsn(p, location=0, scale=1, shape=0, tol=1e-8, ...) qsn(x, dp=, ...) rsn(n=1, location=0, scale=1, shape=0) rsn(x, dp=)
x |
vector of quantiles. Missing values (NA s) and Inf 's
are allowed.
|
p |
vector of probabilities. Missing values (NA s) are allowed.
|
location |
vector of location parameters. |
scale |
vector of (positive) scale parameters. |
shape |
vector of shape parameters.
With psn and qsn , it must be of length 1.
|
dp |
a vector of length 3, whose elements represent location, scale (positive)
and shape, respectively. If dp is specified, the individual
parameters cannot be set.
|
n |
sample size. |
tol |
a scalar value which regulates the accuracy of the result of qsn .
|
log |
logical flag used in dsn (default FALSE ).
When TRUE , the logarithm of the density values is returned.
|
engine |
character string to select the computing engine, which is either
"T.Owen" or "bin.nt.prob" (the latter from package
mnormt ).
If the parameter is missing, a default selection rule is applied.
|
... |
additional parameters passed to T.Owen
|
density (dsn
), probability (psn
),
quantile (qsn
) or random sample (rsn
)
from the skew-normal distribution with given location
, scale
and shape
parameters.
The family of skew-normal distributions is an extension of the normal
family, via the introdution of a shape
parameter which regulates
skewness; when shape=0
, the skew-normal distribution reduces to the
normal one. The density of the SN distribution in the "standard" case
having location=0
and scale=1
is
2*dnorm(x)*pnorm(shape*x)
.
A multivariate version of the distribution exists.
See the reference below for additional information.
psn
and qsn
make use either of function T.Owen
or biv.nt.prob
Azzalini, A. (1985). A class of distributions which includes the normal ones. Scand. J. Statist. 12, 171-178.
dmsn
, dst
, T.Owen
,
biv.nt.prob
pdf <- dsn(seq(-3,3,by=0.1), shape=3) cdf <- psn(seq(-3,3,by=0.1), shape=3) qu <- qsn(seq(0.1,0.9,by=0.1), shape=-2) rn <- rsn(100, 5, 2, 5)