dsnorm {tsdistributions}

Skewed Normal Distribution of Fernandez and Steel

Description

Density, distribution, quantile function and random number generation for the skewed normal distribution parameterized in terms of mean, standard deviation and skew parameters.

Usage

dsnorm(x, mu = 0, sigma = 1, skew = 1.5, log = FALSE)

psnorm(q, mu = 0, sigma = 1, skew = 1.5, lower_tail = TRUE, log = FALSE)

qsnorm(p, mu = 0, sigma = 1, skew = 1.5, lower_tail = TRUE, log = FALSE)

rsnorm(n, mu = 0, sigma = 1, skew = 1.5)

Arguments

x, q

vector of quantiles.

mu

mean.

sigma

standard deviation.

skew

skew parameter.

log

(logical) if TRUE, probabilities p are given as log(p).

lower_tail

if TRUE (default), probabilities are P[X \le x] otherwise, P[X > x].

p

vector of probabilities.

n

Number of observations.

Value

d gives the density, p gives the distribution function, q gives the quantile function and r generates random deviates. Output depends on x or q length, or n for the random number generator.