rSMSN {BayesCR}

Generate SMSN Random Variables

Description

rSMSN Generate random variables with one of the following distributions: Normal, Student-t, Contaminated Normal, Slash, Skew-Normal, Skew-t and Skew-Slash.

Usage

rSMSN(n, mu, sigma2, lambda, nu, dist)

Arguments

n

Number of observations to be generated.

mu

Location parameter.

sigma2

Scale parameter.

lambda

Shape parameter (control skewness). Only must be provided for Skew-Normal, Skew-t and Skew-Slash distributions.

nu

Degree of freedom. Must not be provided for Normal and Skew-Normal distribution. Must be a vector of length 2 for Contaminated-Normal distribution.

dist

Distribution to be used: "Normal" for Normal model, "T" for Student-t model, "Slash" for slash model, "NormalC" for contaminated Normal model, "SN" for Skew-Normal model, "ST" for Skew-t model and "SSL" for Skew-Slash model.

Details

If Y follows a Contaminated Normal model, than a observation y comes from a normal distribution with mean "mu"" and variance "sigma2/rho" with probabilty "nu" and comes from a normal distribution with mean "mu" and variace "sigma2" with probability "1-nu".

See Also

Bayes.CR, motorettes

Examples

# Generate a sample with 100 observations of a symmetric Student-t distribution

sample <- rSMSN(n=100,mu=5,sigma2=2,lambda=0,nu=3,dist="T")