transform_params {COMIX}R Documentation

Convert between parameterizations of the multivariate skew normal distribution.

Description

Convert between parameterizations of the multivariate skew normal distribution.

Usage

transform_params(Sigma, alpha)

Arguments

Sigma

A scale matrix.

alpha

A vector for the skew parameter.

Value

A list:

Examples

library(COMIX)
# Scale and skew parameters:
Sigma <- matrix(0.5, nrow = 4, ncol = 4) + diag(0.5, nrow = 4)
alpha <- c(0, 0, 0, 5)
transformed_parameters <- transform_params(Sigma, alpha)

[Package COMIX version 1.0.0 Index]