SN                    package:sn                    R Documentation

_T_h_e _l_i_b_r_a_r_y `_s_n': _s_u_m_m_a_r_y _i_n_f_o_r_m_a_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     This library provides functions related to the skew-normal (SN)
     and the skew-t (ST) probability distributions, both for the
     univariate  and for the the multivariate case, including
     regression models.

_F_u_n_c_t_i_o_n_s:

     The library includes several functions, a number of which are
     intended as services to other functions, not really to be called
     directly by the users. The following ones are those more relevant
     for practical use. 

     SN distribution: `dsn', `psn', `qsn', `rsn', `cp.to.dp',
     `dp.to.cp', `sn.mle', `sn.em',  for the univariate case, and 
     `dmsn', `pmsn', `rmsn',  `msn.fit', `msn.mle', `dsn2.plot'  for
     the multivariate case. 

     ST distribution: `dst', `pst', `rst', `st.mle',  for the
     univariate case, and `dmst',`pmst', `rmst',  `mst.fit', `mst.mle',
     `dst2.plot'  for the multivariate case. 

     It is suggested that a user starts by reading the  documentation
     of  (some of) these.

_R_e_q_u_i_r_e_m_e_n_t_s:

     R 1.0.1.  Two functions  require  `library(mvtnorm)':  `pmsn',
     `pmst'.

_V_e_r_s_i_o_n:

     The version level of the library is given by the  command 
     `print(.sn.version)'. The most recent version of the library can
     be obtained from the WWW page: <URL:
     http://azzalini.stat.unipd.it/SN> which also contains other
     related material

_M_a_n_u_a_l:

     There is no manual  besides on-line documentation and its derived
     versions.  The papers listed below provide background information.

_A_u_t_h_o_r:

     Adelchi Azzalini, Dipart. Scienze Statistiche, Universit di
     Padova, Italia. Please send comments, error reports, etc. to
     adelchi.azzalini@unipd.it

_A_c_k_n_o_w_l_e_d_g_e_m_e_n_t_s:

     The library has evolved through several  versions, developed over
     some years.

     For versions up to 0.20, the following people and institutions 
     have contributed. Many thanks go to Antonella Capitanio for
     testing  the procedures, and to Brian Ripley and Martin Maechler
     for useful  advice on R.  The function `num.deriv' is based on a
     similar  function written  by Monica Chiogna.  This software and
     part of the associated theoretical work has been developed  while
     the author was at the Nuffield College, Oxford, under the Jemolo 
     Fellowship scheme; the generous support of the  college is
     gratefully  acknowledged.  Additional support for the development
     of the theoretical research work has  been  provided by the
     "Consiglio Nazionale delle Ricerche" of Italy, grant 
     no.97.01331.CT10.

     Versions 0.21 to 0.30 have been supported by "MIUR", Italy, under
     grant  scheme PRIN 2000. Again, thanks to Antonella Capitanio for
     additional testing of the new version of the library.

_L_i_c_e_n_c_e:

     This library and its documentation are usable under the terms of
     the  "GNU General Public License", a copy of which is distributed
     with the  package.

_R_e_f_e_r_e_n_c_e_s:

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

     Azzalini, A. (1986). Further results on a class of distributions
     which includes  the normal ones. Statistica 46,199-208.

     Azzalini, A. and Dalla Valle, A. (1996). The multivariate
     skew-normal distribution. Biometrika 83, 715-726.

     Azzalini, A. and Capitanio, A. (1999). Statistical applications of
     the multivariate skew-normal distribution. J.Roy. Statist. Soc. B
     61, 579-602.

     Azzalini, A. and Capitanio, A. (2003). Distributions generated by
     perturbation of symmetry  with emphasis on a multivariate skew-t
     distribution. J.Roy. Statist. Soc. B  65, 367-389.

