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:
-
delta
: a reparameterized skewness vector, a transformed version ofalpha
. -
omega
: a diagonal matrix of the same dimensions asSigma
, the diagonal elements are the square roots of the diagonal elements ofSigma
. -
psi
: another reparameterized skewness vector, utilized in the sampler. -
G
: a reparameterized version ofSigma
, utilized in the sampler.
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]