The Skew-Normal and Related Distributions Such as the Skew-t and the SUN

Documentation for package ‘sn’ version 2.1.1

Help Pages

Package 'sn': overview, background and history

-- A --

affineTransSECdistr	Affine transformations and marginals of a skew-elliptical distribution
affineTransSUNdistr	Operations on SUNdistr-class objects
ais	Australian Institute of Sport data

-- B --

barolo	Price of Barolo wine
blockDiag	vech, tr and other matrix operators

-- C --

coef-method	Coefficients of objects created by 'selm'
coef.fitdistr.grouped	Methods for objects of class created by 'fitdistr.grouped'
coef.mselm	Coefficients of objects created by 'selm'
coef.selm	Coefficients of objects created by 'selm'
conditionalSECdistr	Skew-normal conditional distribution
conditionalSUNdistr	Operations on SUNdistr-class objects
confint-method	Classes 'selm' and 'mselm' of objects created by function 'selm'
confint.selm	Confidence intervals for parameters of a selm-class object
confint.selm-method	Confidence intervals for parameters of a selm-class object
convertCSN2SUNpar	Conversion of CSN parameters to SUN parameters
convertSN2SUNdistr	Convert a SN distribution into a SUN
convolutionSUNdistr	Operations on SUNdistr-class objects
cp2dp	Conversion between parametrizations of a skew-elliptical distribution

-- D --

dmsc	Multivariate skew-t distribution and skew-Cauchy distribution
dmsn	Multivariate skew-normal distribution
dmst	Multivariate skew-t distribution and skew-Cauchy distribution
dmSymmModulated	Symmetry-modulated distributions
dp2cp	Conversion between parametrizations of a skew-elliptical distribution
dp2op	Conversion between parametrizations of a skew-elliptical distribution
dsc	Skew-Cauchy Distribution
dsn	Skew-Normal Distribution
dst	Skew-t Distribution
dsun	The Unified Skew-Normal (SUN) probability distribution
dSymmModulated	Symmetry-modulated distributions
duplicationMatrix	vech, tr and other matrix operators

-- E --

extractSECdistr

Extract the SEC error distribution from an object created by 'selm'

-- F --

fitdistr.grouped	Maximum-likelihood fitting of a univariate distribution from grouped data
fitdistr.grouped-class	Methods for objects of class created by 'fitdistr.grouped'
fitted-method	Residuals and fitted values from 'selm' fits
fitted.fitdistr.grouped	Methods for objects of class created by 'fitdistr.grouped'
fitted.mselm	Residuals and fitted values from 'selm' fits
fitted.selm	Residuals and fitted values from 'selm' fits
fournum	Four-number summary of a numeric vector
frontier	Simulated sample from a skew-normal distribution

-- G --

galton2alpha	Mapping of the (Galton-Bowley, Moors) measures to the (alpha, nu) parameters of a ST distribution
galton_moors2alpha_nu	Mapping of the (Galton-Bowley, Moors) measures to the (alpha, nu) parameters of a ST distribution

-- J --

joinSUNdistr

Operations on SUNdistr-class objects

-- L --

logLik-method	Classes 'selm' and 'mselm' of objects created by function 'selm'
logLik.fitdistr.grouped	Methods for objects of class created by 'fitdistr.grouped'

-- M --

makeSECdistr	Build a skew-elliptically contoured distribution
makeSUNdistr	Build an object representing a SUN distribution
marginalSECdistr	Affine transformations and marginals of a skew-elliptical distribution
marginalSUNdistr	Operations on SUNdistr-class objects
mean-method	Class '"SECdistrMv"'
mean-method	Class '"SECdistrUv"'
mean-method	Class '"SUNdistr"' and its methods
mean.SUNdistr	Class '"SUNdistr"' and its methods
modeSECdistr	The mode of a skew-elliptically contoured (SEC) distribution
MPpenalty	Penalty function for log-likelihood of 'selm' models
mselm-class	Classes 'selm' and 'mselm' of objects created by function 'selm'
msn.mle	Fitting functions for 'selm' models
msn.mple	Fitting functions for 'selm' models
mst.mple	Fitting functions for 'selm' models
mst.prelimFit	Compute preliminary estimates for a linear model with ST-distributed error term

-- O --

op2dp	Conversion between parametrizations of a skew-elliptical distribution
overview-sn	Package 'sn': overview of the structure and main commands

-- P --

plot-method	Plotting methods for classes 'SECdistrUv' and 'SECdistrMv'
plot-method	Plotting method for class 'SUNdistr'
plot-method	Plot an object generated by 'fitdistr.grouped'
plot-method	Diagnostic plots for 'selm' fits
plot-method	Classes 'selm' and 'mselm' of objects created by function 'selm'
plot.fitdistr.grouped	Plot an object generated by 'fitdistr.grouped'
plot.mselm	Diagnostic plots for 'selm' fits
plot.SECdistr	Plotting methods for classes 'SECdistrUv' and 'SECdistrMv'
plot.SECdistrMv	Plotting methods for classes 'SECdistrUv' and 'SECdistrMv'
plot.SECdistrUv	Plotting methods for classes 'SECdistrUv' and 'SECdistrMv'
plot.selm	Diagnostic plots for 'selm' fits
plot.SUNdistr	Plotting method for class 'SUNdistr'
plot2D.SymmModulated	Symmetry-modulated distributions
pmsc	Multivariate skew-t distribution and skew-Cauchy distribution
pmsn	Multivariate skew-normal distribution
pmst	Multivariate skew-t distribution and skew-Cauchy distribution
pprodn2	The distribution of the product of two jointly normal or _t_ variables
pprodt2	The distribution of the product of two jointly normal or _t_ variables
predict-method	Classes 'selm' and 'mselm' of objects created by function 'selm'
predict.selm	Predict method for selm-class objects
predict.selm-method	Predict method for selm-class objects
print.fitdistr.grouped	Methods for objects of class created by 'fitdistr.grouped'
profile.selm	Profile log-likelihood function of selm-class objects
profile.selm-method	Profile log-likelihood function of selm-class objects
psc	Skew-Cauchy Distribution
psn	Skew-Normal Distribution
pst	Skew-t Distribution
psun	The Unified Skew-Normal (SUN) probability distribution

-- Q --

Qpenalty	Penalty function for log-likelihood of 'selm' models
qprodt2	The distribution of the product of two jointly normal or _t_ variables
qsc	Skew-Cauchy Distribution
qsn	Skew-Normal Distribution
qst	Skew-t Distribution

-- R --

residuals-method	Residuals and fitted values from 'selm' fits
residuals.mselm	Residuals and fitted values from 'selm' fits
residuals.selm	Residuals and fitted values from 'selm' fits
rmsc	Multivariate skew-t distribution and skew-Cauchy distribution
rmsn	Multivariate skew-normal distribution
rmst	Multivariate skew-t distribution and skew-Cauchy distribution
rmSymmModulated	Symmetry-modulated distributions
rsc	Skew-Cauchy Distribution
rsn	Skew-Normal Distribution
rst	Skew-t Distribution
rsun	The Unified Skew-Normal (SUN) probability distribution
rSymmModulated	Symmetry-modulated distributions

-- S --

sd	Standard deviation
sd-method	Class '"SECdistrUv"'
sd.default	Standard deviation
SECdistrMv-class	Class '"SECdistrMv"'
SECdistrUv-class	Class '"SECdistrUv"'
selm	Fitting linear models with skew-elliptical error term
selm-class	Classes 'selm' and 'mselm' of objects created by function 'selm'
selm.fit	Fitting functions for 'selm' models
show-method	Class '"SECdistrMv"'
show-method	Class '"SECdistrUv"'
show-method	Class '"SUNdistr"' and its methods
show-method	Classes 'selm' and 'mselm' of objects created by function 'selm'
show-method	Classes 'summary.SECdistrMv' and 'summary.SECdistrUv'
show-method	Class 'summary.SUNdistr'
show-method	Summarizing 'selm' fits
show.SUNdistr	Class '"SUNdistr"' and its methods
SN	Package 'sn': overview, background and history
sn.cumulants	Cumulants of univariate skew-normal and skew-t distributions
sn.infoMv	Expected and observed Fisher information for SN and ST distributions
sn.infoUv	Expected and observed Fisher information for SN and ST distributions
sn.mple	Fitting functions for 'selm' models
spread.grouped	Spreading grouped data over intervals
st.cumulants	Cumulants of univariate skew-normal and skew-t distributions
st.infoMv	Expected and observed Fisher information for SN and ST distributions
st.infoUv	Expected and observed Fisher information for SN and ST distributions
st.mple	Fitting functions for 'selm' models
st.prelimFit	Compute preliminary estimates for a linear model with ST-distributed error term
summary-method	Summary of a SEC distribution object
summary-method	Summary of a SUN distribution object
summary-method	Summarizing 'selm' fits
summary.fitdistr.grouped	Methods for objects of class created by 'fitdistr.grouped'
summary.mselm	Summarizing 'selm' fits
summary.mselm-class	Summarizing 'selm' fits
summary.SECdistr	Summary of a SEC distribution object
summary.SECdistrMv	Summary of a SEC distribution object
summary.SECdistrMv-class	Classes 'summary.SECdistrMv' and 'summary.SECdistrUv'
summary.SECdistrUv	Summary of a SEC distribution object
summary.SECdistrUv-class	Classes 'summary.SECdistrMv' and 'summary.SECdistrUv'
summary.selm	Summarizing 'selm' fits
summary.selm-class	Summarizing 'selm' fits
summary.SUNdistr	Summary of a SUN distribution object
summary.SUNdistr-class	Class 'summary.SUNdistr'
SUNdistr-base	The Unified Skew-Normal (SUN) probability distribution
SUNdistr-class	Class '"SUNdistr"' and its methods
SUNdistr-op	Operations on SUNdistr-class objects
sunMardia	The Unified Skew-Normal (SUN) probability distribution
sunMean	The Unified Skew-Normal (SUN) probability distribution
sunVcov	The Unified Skew-Normal (SUN) probability distribution
SymmModulatedDistr	Symmetry-modulated distributions

-- T --

T.Owen	Owen's function
tr	vech, tr and other matrix operators

-- V --

vcov-method	Class '"SECdistrMv"'
vcov-method	Class '"SUNdistr"' and its methods
vcov-method	Classes 'selm' and 'mselm' of objects created by function 'selm'
vcov.fitdistr.grouped	Methods for objects of class created by 'fitdistr.grouped'
vcov.SUNdistr	Class '"SUNdistr"' and its methods
vech	vech, tr and other matrix operators
vech2mat	vech, tr and other matrix operators

-- W --

weights-method	Classes 'selm' and 'mselm' of objects created by function 'selm'
wines	Piedmont wines data

-- Z --

zeta	Function log(2 Phi(x)) and its derivatives