[R] Multivariate Skew Normal distribution

[Kjetil Brinchmann Halvorsen]

(Ted Harding) wrote:

>On 01-Sep-05 Caio Lucidius Naberezny Azevedo wrote:
>  
>
>>Hi all,
>> 
>>Could anyone tell me if there is any package (or function) that
>>generates values from a multivariate skew normal distribution?
>> 
>>Thanks all,
>> 
>>Caio
>>    
>>
>
>Hello, Caio
>
>Please tell us what you mean by "skew normal distribution".
>
>Since normal (i.e. gaussian) distributions are not skew, you
>  
>
Well, but then somebody (Azzalini?) coined the term skew-normal, which 
you can
read about at    http://azzalini.stat.unipd.it//SN
or simply do
library(help=sn) # after installing from CRAN.
This family is obtained by skewing a normal family, hence the name.
You can also skew a t -family or whatever other symmetric family you like.

I found this usefull for modelling.

Kjetil

>presumably mean something different from what you said, so
>unless we understand this more clearly  it is unlikely that
>anyone can make a suggestion which would meet your needs.
>
>With best wishes,
>Ted.
>
>
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>Date: 01-Sep-05                                       Time: 15:02:37
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-- 

Kjetil Halvorsen.

Peace is the most effective weapon of mass construction.
               --  Mahdi Elmandjra





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