Message-ID: <20050905145610.5f343c63.azzalini@stat.unipd.it>
Date: 2005-09-05T12:56:10Z
From: Adelchi Azzalini
Subject: Multivariate Skew Normal distribution
In-Reply-To: <20050901130901.61123.qmail@web34011.mail.mud.yahoo.com>
On Thu, 1 Sep 2005 13:09:00 +0000 (GMT), Caio Lucidius Naberezny
Azevedo wrote:
CLNA>
CLNA> Could anyone tell me if there is any package (or function) that
CLNA> generates values from a multivariate skew normal distribution?
try the following
library(sn)
location <- c(20,4) # e.g. for a two-dimensional variable
dispers <- matrix(c(3,-2,-2,2), 2,2)
skew <- c(10,-6)
rmsn(n=10, xi=location, Omega=dispers, alpha=skew) # for skew-normal data
rmst(n=10, xi=location, Omega=dispers, alpha=skew, df=5) # for skew-t data
see also help(rsn) and help(rst) for the univariate case
for more information, see also (as already pointed out in the list):
http://azzalini.stat.unipd.it/SN
best wishes,
Adelchi Azzalini
--
Adelchi Azzalini <azzalini at stat.unipd.it>
Dipart.Scienze Statistiche, Universit?? di Padova, Italia
tel. +39 049 8274147, http://azzalini.stat.unipd.it/