| msn.marginal {sn} | R Documentation |
Computes the marginal distribution of a subset of components of a multivariate skew-normal distribution.
msn.marginal(xi, Omega, alpha, comp) msn.marginal(dp=, comp)
xi |
a numeric vector of length d, say, giving the location parameter.
|
Omega |
a covariance matrix of dimension (d,d).
|
alpha |
a numeric vector of length d, which regulates the shape of the density.
|
comp |
a vector containing a subset of 1:d selecting the components of the
marginal distribution. A permutation of 1:d is allowed, and
the components of comp do not need to be sorted.
|
dp |
a list containing the components xi, Omega,
alpha, contaning quantities as described above; if dp is
specified, then the indicidual components must not be in the calling
statement
|
A list containing components xi, Omega, alpha with the
parameters of the marginal distribution. If length(comp) is equal to
m, say, then the new components are of size m, (m,m), n,
respectively.
See the reference below for background information.
Azzalini, A. and Capitanio, A. (1999). Statistical applications of the multivariate skew-normal distribution. J.Roy.Statist.Soc. B 61, 579–602.
dmsn, msn.conditional, msn.affine
xi <- c(10,0,-30) Omega <- 5*diag(3)+outer(1:3,1:3) alpha <- c(1,-3,5) msn.marginal(xi,Omega,alpha,c(3,1)) msn.marginal(dp=list(xi=xi,Omega=Omega,alpha=alpha), comp=3)