Multivariate Skew Normal distribution
(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. -------------------------------------------------------------------- E-Mail: (Ted Harding) <Ted.Harding at nessie.mcc.ac.uk> Fax-to-email: +44 (0)870 094 0861 Date: 01-Sep-05 Time: 15:02:37 ------------------------------ XFMail ------------------------------
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