https://github.com/cran/sn
Tip revision: bc33612e6cc33fcf28f50655cab5f1931985ccde authored by Adelchi Azzalini on 04 April 2023, 17:10:02 UTC
version 2.1.1
version 2.1.1
Tip revision: bc33612
sn-st.cumulants.Rd
% file sn/man/sn-st.cumulants.Rd
% This file is a component of the package 'sn' for R
% copyright (C) 2013 Adelchi Azzalini
%---------------------
\name{sn-st.cumulants}
\alias{sn.cumulants}
\alias{st.cumulants}
\concept{cumulant}
\title{Cumulants of univariate skew-normal and skew-\eqn{t} distributions}
\description{Compute cumulants of univariate (extended) skew-normal and
skew-\eqn{t} distributions up to a given order.}
\usage{
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)
}
\arguments{
\item{xi}{location parameters (numeric vector).}
\item{omega}{scale parameters (numeric vector, positive).}
\item{alpha}{slant parameters (numeric vector).}
\item{tau}{hidden mean parameter (numeric scalar).}
\item{nu}{degrees of freedom (numeric scalar, positive); the default value
is \code{nu=Inf} which corresponds to the skew-normal distribution.}
\item{dp}{a vector containing the appropriate set of parameters.
If \code{dp} is not \code{NULL}, the individual parameters must
not be supplied.}
\item{n}{maximal order of the cumulants. For \code{st.cumulants} and
for \code{sn.cumulants} with \code{tau!=0} (\acronym{ESN} distribution),
it cannot exceed 4.}
}
\section{Background}{
See Sections 2.1.4, 2.2.3 and 4.3.1 of the reference below}
\value{A vector of length \code{n} or a matrix with \code{n} columns,
in case the input values are vectors.}
\references{
Azzalini, A. with the collaboration of Capitanio, A. (2014).
\emph{The Skew-Normal and Related Families}.
Cambridge University Press, IMS Monographs series.
}
\author{Adelchi Azzalini}
%% ~Make other sections like Warning with \section{Warning }{....} ~
\seealso{\code{\link{dsn}}, \code{\link{dsn}}}
\examples{
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))
}
\keyword{distribution}