mvdist-msnFit {fMultivar} | R Documentation |
Multivariate Skew Normal Parameter Estimation
Description
Fitting the parameters for the multivariate skew Normal distribution.
Usage
msnFit(x, trace = FALSE, title = NULL, description = NULL)
Arguments
x |
a matrix with "d" columns, giving the coordinates of the point(s) where the density must be evaluated. |
trace |
a logical value, should the estimation be traced? By default FALSE. |
title |
an optional project title. |
description |
an option project desctiption. |
Details
This is an easy to use wrapper function using default function
settings for fitting the distributional parameters in the framework
of the contributed package "sn"
written by Adelchi Azzalini.
Starting values for the estimation have not to be provided, they are automatically created.
Examples
## Not run:
## Load Library:
require(sn)
## msnFit -
# Fit Example:
N <- 1000
xi <- c(0, 0)
Omega <- diag(2); Omega[2,1] <- Omega[1,2] <- 0.5
alpha <- c(2, -6)
set.seed(4711)
X <- rmsn(n=N, xi, Omega, alpha)
ans <- msnFit(X)
print(ans)
# 2-D Density Plot:
plot(hexBinning(X[,1], X[, 2], bins = 30), main="Skew Normal")
# Add Contours:
N <- 101
x <- seq(min(X[, 1]), max(X[, 1]), l=N)
y <- seq(min(X[, 2]), max(X[, 2]), l=N)
u <- grid2d(x, y)$x
v <- grid2d(x, y)$y
XY <- cbind(u, v)
param <- ans@fit$estimate
Z <- matrix(dmsn(XY, param[[1]][1,], param[[2]], param[[3]]), ncol=N)
contour(x, y, Z, add=TRUE, col="green", lwd=2)
grid(col="brown", lty=3)
## End(Not run)
[Package fMultivar version 4031.84 Index]