splitn {dng} R Documentation

## Split-normal distribution

### Description

Density distribution function, quantile function and random generation function for the split normal distribution.

### Usage

```dsplitn(x, mu, sigma, lmd, logarithm)

psplitn(q, mu, sigma, lmd)

qsplitn(p, mu, sigma, lmd)

rsplitn(n, mu, sigma, lmd)
```

### Arguments

 `x` vector of quantiles. `mu` vector of location parameter. (The mode of the density) `sigma` vector of standard deviations. `lmd` vector of skewness parameters (>0). If is 1, reduced to symmetric normal distribution. `logarithm` logical; if TRUE, probabilities p are given as log(p). `q` vector of quantiles. `p` vector of probability. `n` number of observations. If length(n) > 1, the length is taken to be the number required.

### Details

The random ' variable y follows a split-normal distribution, y~N(μ, ' σ, λ), which has density:

1/(1+λ)σ ' √(2/π) exp{-(y-μ)*2/2σ^2}, if y<=μ

'

1/(1+λ)σ √(2/π) exp{-(y-μ)*2/2σ^2 λ^2}, ' if y>μ

where σ>0 and λ>0. The Split-normal ' distribution reduce to normal distribution when λ=1.

### Value

`dsplitn` gives the density; `psplitn` gives the percentile; `qsplitn` gives the quantile; and `rsplitn` gives the random variables. Invalid arguments will result in return value NaN, with a warning.

The numerical arguments other than n are recycled to the length of the result. Only the first elements of the logical arguments are used.

### Functions

• `psplitn`: Percentile for the split-normal distribution.

• `qsplitn`: Quantile for the split-normal distribution.

• `rsplitn`: Randon variables from the split-normal distribution.

### Author(s)

Feng Li, Jiayue Zeng

### References

Villani, M., & Larsson, R. (2006) The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis. Sveriges Riksbank Working Paper Series, No. 175.

`splitn_mean()`, `splitn_var()`,`splitn_skewness()` and `splitn_kurtosis()` for numerical characteristics of the split-normal distribution.

### Examples

```
n <- 3
mu <- c(0,1,2)
sigma <- c(1,2,3)
lmd <- c(1,2,3)

q0 <- rsplitn(n, mu, sigma, lmd)
d0 <- dsplitn(q0, mu, sigma, lmd, logarithm = FALSE)
p0 <- psplitn(q0, mu, sigma, lmd)
q1 <- qsplitn(p0,mu, sigma, lmd)
all.equal(q0, q1)
```

[Package dng version 0.2.1 Index]