pcsn {csn} | R Documentation |
The cumulative distribution function
Description
The cumulative distribution function of the closed-skew normal distribution
Usage
pcsn(x, mu, sigma, gamma, nu, delta)
Arguments
x |
this is either a vector of length |
mu |
a numeric vector representing the location parameter of the
distribution; it must be of length |
sigma |
a positive definite matrix representing the scale parameter of the distribution; a vector of length 1 is also allowed |
gamma |
a matrix representing the skewness parameter of the distribution; a vector of length 1 is also allowed |
nu |
a numeric vector allows for closure with conditional densities;
it must be of length |
delta |
a positive definite matrix allows for closure with the marginal densities; a vector of length 1 is also allowed |
Details
Function pcsn makes use of pmvnorm from package mvtnorm
Value
pcsn
returns a vector of cdf values
See Also
Examples
x1 <- seq(4,6,by = 0.1)
x2 <- x1+sin(x1)
x3 <- x1-cos(x1)
x <- cbind(x1,x2,x3)
mu <- c(1,2,3)
sigma <- matrix(c(2,-1,0,-1,2,-1,0,-1,2),3)
gamma <- matrix(c(0,1,0,2,2,3),2,3)
nu <- c(1,3)
delta <- matrix(c(1,1,1,2),2)
pcsn(6,5,9,1,0,0.05)
pcsn(c(3,4,5),mu,sigma,gamma,nu,delta)
pcsn(x,mu,sigma,gamma,nu,delta)