msn.marginal {sn} | R Documentation |
Computes the marginal distribution of a subset of components of a multivariate skew-normal distribution.
msn.marginal(xi, Omega, alpha, comp) msn.marginal(dp=, comp)
xi |
a numeric vector of length d , say, giving the location parameter.
|
Omega |
a covariance matrix of dimension (d,d) .
|
alpha |
a numeric vector of length d , which regulates the shape of the density.
|
comp |
a vector containing a subset of 1:d selecting the components of the
marginal distribution. A permutation of 1:d is allowed, and
the components of comp do not need to be sorted.
|
dp |
a list containing the components xi , Omega ,
alpha , contaning quantities as described above; if dp is
specified, then the indicidual components must not be in the calling
statement
|
A list containing components xi, Omega, alpha
with the
parameters of the marginal distribution. If length(comp)
is equal to
m
, say, then the new components are of size m, (m,m), n
,
respectively.
See the reference below for background information.
Azzalini, A. and Capitanio, A. (1999). Statistical applications of the multivariate skew-normal distribution. J.Roy.Statist.Soc. B 61, 579–602.
dmsn
, msn.conditional
, msn.affine
xi <- c(10,0,-30) Omega <- 5*diag(3)+outer(1:3,1:3) alpha <- c(1,-3,5) msn.marginal(xi,Omega,alpha,c(3,1)) msn.marginal(dp=list(xi=xi,Omega=Omega,alpha=alpha), comp=3)