Message-ID: <4317750C.3080107@acelerate.com>
Date: 2005-09-01T21:39:24Z
From: Kjetil Halvorsen
Subject: Multivariate Skew Normal distribution
In-Reply-To: <XFMail.050901150246.Ted.Harding@nessie.mcc.ac.uk>
(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>
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>Date: 01-Sep-05 Time: 15:02:37
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--
Kjetil Halvorsen.
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-- Mahdi Elmandjra
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