rmvsn {miscF} | R Documentation |
Generate Random Samples from a Multivariate Skew Normal Distribution
Description
Generate random samples from a multivariate skew normal distribution.
Usage
rmvsn(n, D, Mu, Sigma)
Arguments
n |
number of samples. |
D |
parameter |
Mu |
parameter |
Sigma |
parameter |
Details
This function generates random samples using the methods in Sahu et al. 2003.
Value
Random samples from the multivariate skew normal distribution.
References
Sahu, Sujit K., Dipak K. Dey, and Marcia D. Branco. (2003) A new class of multivariate skew distributions with applications to Bayesian regression models. Canadian Journal of Statistics vol. 31, no. 2 129-150.
Examples
Mu <- rep(400, 2)
Sigma <- diag(c(40, 40))
D <- diag(c(-30, -30))
Y <- rmvsn(n=1000, D, Mu, Sigma)
[Package miscF version 0.1-5 Index]