sn-st.cumulants {sn} | R Documentation |
Compute cumulants of univariate (extended) skew-normal and skew-t distributions up to a given order.
sn.cumulants(xi=0, omega=1, alpha=0, tau=0, dp=NULL, n=4) st.cumulants(xi=0, omega=1, alpha=0, nu=Inf, dp=NULL, n=4)
xi |
location parameters (numeric vector) |
omega |
scale parameters (numeric vector, positive) |
alpha |
slant parameters (numeric vector) |
tau |
hidden mean parameter (numeric scalar) |
nu |
degrees of freedom (numeric scalar, positive); the default value
is |
dp |
a vector containing the appropriate set of parameters. If 0
|
n |
maximal order of the cumulants. For |
A vector of length n
or a matrix with n
columns,
in case the input values are vectors.
See Sections 2.1.4, 2.2.3 and 4.3.1 of the reference below
Adelchi Azzalini
Azzalini, A. with the collaboration of Capitanio, A. (2014). The Skew-Normal and Related Families. Cambridge University Press, IMS Monographs series.
sn.cumulants(omega=2, alpha=c(0, 3, 5, 10), n=5) sn.cumulants(dp=c(0, 3, -8), n=6) st.cumulants(dp=c(0, 3, -8, 5), n=6) # only four of them are computed st.cumulants(dp=c(0, 3, -8, 3))