distr_SkewNorm_Rand {MultiStatM}

Random Multivariate Skew Normal

Description

Generate random d-vectors from the multivariate Skew Normal distribution

Usage

distr_SkewNorm_Rand(n, omega, alpha)

Arguments

n

sample size

omega

correlation matrix with d dimension

alpha

shape parameter vector of dimension d

Value

A random matrix n \times d

References

Azzalini, A. with the collaboration of Capitanio, A. (2014). The Skew-Normal and Related Families. Cambridge University Press, IMS Monographs series.

Gy.H.Terdik, Multivariate statistical methods - Going beyond the linear, Springer 2021, Section 5.1.2

See Also

Other Random generation: distr_CFUSN_Rand(), distr_CFUSSD_Rand(), distr_Uni_Rand()

Other Multivariate distributions: distr_CFUSN_MomCum_Th(), distr_CFUSN_Rand(), distr_CFUSSD_Rand(), distr_SkewNorm_EVSK_Th(), distr_SkewNorm_MomCum_Th(), distr_UniAbs_EVSK_Th(), distr_Uni_EVSK_Th(), distr_Uni_MomCum_Th(), distr_Uni_Rand(), distr_ZabsM_MomCum_Th(), distr_Zabs_MomCum_Th()

Examples

alpha<-c(10,5,0)
omega<-diag(3)
x<-distr_SkewNorm_Rand(20,omega,alpha)