sn-st.cumulants {sn} | R Documentation |
Cumulants of univariate skew-normal and skew-t
distributions
Description
Compute cumulants of univariate (extended) skew-normal and
skew-t
distributions up to a given order.
Usage
sn.cumulants(xi=0, omega=1, alpha=0, tau=0, dp=NULL, n=4)
st.cumulants(xi=0, omega=1, alpha=0, nu=Inf, dp=NULL, n=4)
Arguments
xi |
location parameters (numeric vector). |
omega |
scale parameters (numeric vector, positive). |
alpha |
slant parameters (numeric vector). |
tau |
hidden mean parameter (numeric scalar). |
nu |
degrees of freedom (numeric scalar, positive); the default value
is |
dp |
a vector containing the appropriate set of parameters.
If |
n |
maximal order of the cumulants. For |
Value
A vector of length n
or a matrix with n
columns,
in case the input values are vectors.
Background
See Sections 2.1.4, 2.2.3 and 4.3.1 of the reference below
Author(s)
Adelchi Azzalini
References
Azzalini, A. with the collaboration of Capitanio, A. (2014). The Skew-Normal and Related Families. Cambridge University Press, IMS Monographs series.
See Also
Examples
sn.cumulants(omega=2, alpha=c(0, 3, 5, 10), n=5)
sn.cumulants(dp=c(0, 3, -8), n=6)
st.cumulants(dp=c(0, 3, -8, 5), n=6) # only four of them are computed
st.cumulants(dp=c(0, 3, -8, 3))