affineTransSECdistr {sn} | R Documentation |
Compute the distribution of a (multiple) marginal or of an affine transformation a + A'Y of a multivariate variable Y with skew-elliptical distribution.
affineTransSECdistr(object, a, A, name, compNames, drop=TRUE) marginalSECdistr(object, comp, name, drop=TRUE)
object |
an object of class |
a |
a numeric vector with the length |
A |
a full-rank matrix with |
name |
an optional character string representing the name of the outcome distribution; if missing, one such string is constructed. |
compNames |
an optional vector of length |
drop |
a logical flag (default value: |
comp |
a vector formed by a subset of |
an object of class SECdistrMv
, except when drop=TRUE
operates, leading to an object of class SECdistrUv
.
These functions implement formulae given in Sections 5.1.4, 5.1.6 and 6.2.2 of the reference below.
Azzalini, A. with the collaboration of Capitanio, A. (2014). The Skew-Normal and Related Families. Cambridge University Press, IMS Monographs series.
makeSECdistr
, SECdistrMv-class
dp3 <- list(xi=1:3, Omega=toeplitz(1/(1:3)), alpha=c(3,-1,2), nu=5) st3 <- makeSECdistr(dp3, family="ST", name="ST3", compNames=c("U", "V", "W")) A <- matrix(c(1,-1,1, 3,0,-2), 3, 2) new.st <- affineTransSECdistr(st3, a=c(-3,0), A=A) # st2 <- marginalSECdistr(st3, comp=c(3,1), name="2D marginal of ST3")