Package: sn 2.1.1
Adelchi Azzalini
sn: The Skew-Normal and Related Distributions Such as the Skew-t and the SUN
Build and manipulate probability distributions of the skew-normal family and some related ones, notably the skew-t and the SUN families. For the skew-normal and the skew-t distributions, statistical methods are provided for data fitting and model diagnostics, in the univariate and the multivariate case.
Authors:
sn_2.1.1.tar.gz
sn_2.1.1.tar.gz(r-4.5-noble)sn_2.1.1.tar.gz(r-4.4-noble)
sn_2.1.1.tgz(r-4.4-emscripten)sn_2.1.1.tgz(r-4.3-emscripten)
sn.pdf |sn.html✨
sn/json (API)
NEWS
| # Install 'sn' in R: |
| install.packages('sn', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 years agofrom:bc33612e6c. Checks:OK: 1 NOTE: 1. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 31 2024 |
| R-4.5-linux | NOTE | Oct 31 2024 |
Exports:affineTransSECdistraffineTransSUNdistrblockDiagcoefcoef.mselmcoef.selmconditionalSECdistrconditionalSUNdistrconfintconfint.selmconvertCSN2SUNparconvertSN2SUNdistrconvolutionSUNdistrcp2dpdmscdmsndmstdmSymmModulateddp2cpdp2opdscdsndstdsundSymmModulatedduplicationMatrixextractSECdistrfitdistr.groupedfittedfitted.mselmfitted.selmfournumgalton_moors2alpha_nujoinSUNdistrlogLikmakeSECdistrmakeSUNdistrmarginalSECdistrmarginalSUNdistrmeanmodeSECdistrMPpenaltymsn.mlemsn.mplemst.mplemst.prelimFitop2dpplotplot.fitdistr.groupedplot.mselmplot.selmplot2D.SymmModulatedpmscpmsnpmstpprodn2pprodt2predictpredict.selmprofileprofile.selmpscpsnpstpsunQpenaltyqprodt2qscqsnqstresidualsresiduals.mselmresiduals.selmrmscrmsnrmstrmSymmModulatedrscrsnrstrsunrSymmModulatedsdsd.defaultselmselm.fitshowsn.cumulantssn.infoMvsn.infoUvsn.mplespread.groupedst.cumulantsst.infoMvst.infoUvst.mplest.prelimFitsummarysunMardiasunMeansunVcovT.Owentrvcovvechvech2matzeta
Dependencies:latticeMASSMatrixMatrixModelsmnormtnumDerivquantregSparseMsurvival
A brief overview of the package 'sn'
Rendered frompkg-overview.html.asisusingR.rsp::asison Oct 31 2024.Last update: 2020-05-26
Started: 2020-05-26
An introduction to the package 'sn'
Rendered frompkg_sn-intro.pdf.asisusingR.rsp::asison Oct 31 2024.Last update: 2020-05-26
Started: 2020-05-26
How to sample from the SN and related distributions
Rendered fromhow_to_sample.pdf.asisusingR.rsp::asison Oct 31 2024.Last update: 2020-05-26
Started: 2020-05-26
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Package 'sn': overview, background and history | sn-package SN |
| Affine transformations and marginals of a skew-elliptical distribution | affineTransSECdistr marginalSECdistr |
| Australian Institute of Sport data | ais |
| Price of Barolo wine | barolo |
| Coefficients of objects created by 'selm' | coef,mselm-method coef,selm-method coef.mselm coef.selm |
| Skew-normal conditional distribution | conditionalSECdistr |
| Confidence intervals for parameters of a selm-class object | confint.selm confint.selm-method |
| Conversion of CSN parameters to SUN parameters | convertCSN2SUNpar |
| Convert a SN distribution into a SUN | convertSN2SUNdistr |
| Multivariate skew-normal distribution | dmsn pmsn rmsn |
| Multivariate skew-t distribution and skew-Cauchy distribution | dmsc dmst pmsc pmst rmsc rmst |
| Conversion between parametrizations of a skew-elliptical distribution | cp2dp dp2cp dp2op op2dp |
| Skew-Cauchy Distribution | dsc psc qsc rsc |
| Skew-Normal Distribution | dsn psn qsn rsn |
| Skew-t Distribution | dst pst qst rst |
| Extract the SEC error distribution from an object created by 'selm' | extractSECdistr |
| Maximum-likelihood fitting of a univariate distribution from grouped data | fitdistr.grouped |
| Methods for objects of class created by 'fitdistr.grouped' | coef.fitdistr.grouped fitdistr.grouped-class fitted.fitdistr.grouped logLik.fitdistr.grouped print.fitdistr.grouped summary.fitdistr.grouped vcov.fitdistr.grouped |
| Four-number summary of a numeric vector | fournum |
| Simulated sample from a skew-normal distribution | frontier |
| Mapping of the (Galton-Bowley, Moors) measures to the (alpha, nu) parameters of a ST distribution | galton2alpha galton_moors2alpha_nu |
| Build a skew-elliptically contoured distribution | makeSECdistr |
| Build an object representing a SUN distribution | makeSUNdistr |
| vech, tr and other matrix operators | blockDiag duplicationMatrix tr vech vech2mat |
| The mode of a skew-elliptically contoured (SEC) distribution | modeSECdistr |
| Package 'sn': overview of the structure and main commands | overview-sn |
| Plot an object generated by 'fitdistr.grouped' | plot,fitdistr.grouped-method plot.fitdistr.grouped |
| Plotting methods for classes 'SECdistrUv' and 'SECdistrMv' | plot,SECdistrMv,missing-method plot,SECdistrMv-method plot,SECdistrUv,missing-method plot,SECdistrUv-method plot.SECdistr plot.SECdistrMv plot.SECdistrUv |
| Diagnostic plots for 'selm' fits | plot,mselm-method plot,selm-method plot.mselm plot.selm |
| Plotting method for class 'SUNdistr' | plot,SUNdistr,missing-method plot,SUNdistr-method plot.SUNdistr |
| The distribution of the product of two jointly normal or _t_ variables | pprodn2 pprodt2 qprodt2 |
| Predict method for selm-class objects | predict.selm predict.selm-method |
| Profile log-likelihood function of selm-class objects | profile.selm profile.selm-method |
| Penalty function for log-likelihood of 'selm' models | MPpenalty Qpenalty |
| Residuals and fitted values from 'selm' fits | fitted,mselm-method fitted,selm-method fitted.mselm fitted.selm residuals,mselm-method residuals,selm-method residuals.mselm residuals.selm |
| Standard deviation | sd sd.default |
| Class '"SECdistrMv"' | mean,SECdistrMv-method SECdistrMv-class show,SECdistrMv-method vcov,SECdistrMv-method |
| Class '"SECdistrUv"' | mean,SECdistrUv-method sd,SECdistrUv-method SECdistrUv-class show,SECdistrUv-method |
| Fitting linear models with skew-elliptical error term | selm |
| Classes 'selm' and 'mselm' of objects created by function 'selm' | confint,selm-method logLik,mselm-method logLik,selm-method mselm-class plot,mselm,ANY-method plot,mselm,missing-method plot,selm,ANY-method plot,selm,missing-method predict,selm-method selm-class show,mselm-method show,selm-method vcov,mselm-method vcov,selm-method weights,mselm-method weights,selm-method |
| Fitting functions for 'selm' models | msn.mle msn.mple mst.mple selm.fit sn.mple st.mple |
| Cumulants of univariate skew-normal and skew-t distributions | sn.cumulants st.cumulants |
| Expected and observed Fisher information for SN and ST distributions | sn.infoMv sn.infoUv st.infoMv st.infoUv |
| Spreading grouped data over intervals | spread.grouped |
| Compute preliminary estimates for a linear model with ST-distributed error term | mst.prelimFit st.prelimFit |
| Summary of a SEC distribution object | summary,SECdistrMv-method summary,SECdistrUv-method summary.SECdistr summary.SECdistrMv summary.SECdistrUv |
| Classes 'summary.SECdistrMv' and 'summary.SECdistrUv' | show,summary.SECdistrMv-method show,summary.SECdistrUv-method summary.SECdistrMv-class summary.SECdistrUv-class |
| Summarizing 'selm' fits | show,summary.mselm-method show,summary.selm-method summary,mselm-method summary,selm-method summary.mselm summary.mselm-class summary.selm summary.selm-class |
| Summary of a SUN distribution object | summary,SUNdistr-method summary.SUNdistr |
| Class 'summary.SUNdistr' | show,summary.SUNdistr-method summary.SUNdistr-class |
| The Unified Skew-Normal (SUN) probability distribution | dsun psun rsun SUNdistr-base sunMardia sunMean sunVcov |
| Class '"SUNdistr"' and its methods | mean,SUNdistr-method mean.SUNdistr show,SUNdistr-method show.SUNdistr SUNdistr-class vcov,SUNdistr-method vcov.SUNdistr |
| Operations on SUNdistr-class objects | affineTransSUNdistr conditionalSUNdistr convolutionSUNdistr joinSUNdistr marginalSUNdistr SUNdistr-op |
| Symmetry-modulated distributions | dmSymmModulated dSymmModulated plot2D.SymmModulated rmSymmModulated rSymmModulated SymmModulatedDistr |
| Owen's function | T.Owen |
| Piedmont wines data | wines |
| Function log(2 Phi(x)) and its derivatives | zeta |