rSkewNorm {MultiStatM} | R Documentation |
Random Multivariate Skew Normal
Description
Generate random d-vectors from the multivariate Skew Normal distribution
Usage
rSkewNorm(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:
rCFUSN()
,
rCFUSSD()
,
rUniS()
Examples
alpha<-c(10,5,0)
omega<-diag(3)
x<-rSkewNorm(20,omega,alpha)
[Package MultiStatM version 2.0.0 Index]