MomCumSkewNorm {MultiStatM}

Moments and cumulants d-variate Skew Normal

Description

Computes the theoretical values of moments and cumulants up to the r-th order. Warning: if nMu = TRUE it can be very slow

Usage

MomCumSkewNorm(r = 4, omega, alpha, nMu = FALSE)

Arguments

r

the highest moment and cumulant order

omega

A d \times d correlation matrix

alpha

shape parameter d-vector

nMu

if it is TRUE then moments are calculated as well

Value

A list of theoretical moments and cumulants

References

Gy.Terdik, Multivariate statistical methods - Going beyond the linear, Springer 2021 (5.5) p.247, Lemma 5.1 p. 246

S. R. Jammalamadaka, E. Taufer, Gy. Terdik. On multivariate skewness and kurtosis. Sankhya A, 83(2), 607-644.

See Also

Other Moments and cumulants: Cum2Mom(), EVSKSkewNorm(), EVSKUniS(), Mom2Cum(), MomCumCFUSN(), MomCumUniS(), MomCumZabs()

Examples

alpha<-c(10,5,0)
omega<-diag(3)
MomCumSkewNorm(r=4,omega,alpha)