sn.cumulants {sn} | R Documentation |
Cumulants of the skew-normal distribution.
sn.cumulants(location = 0, scale = 1, shape = 0, n = 4) sn.cumulants(dp=, n = 4)
location |
location parameter (vector) |
scale |
scale parameter (vector) |
shape |
shape parameter (vector) |
dp |
a vector of three elements, whose elements are (location, scale, shape)
respectively. If dp is specified, then the individual
parameters must not be.
|
n |
a scalar integer of the maximal order or cumulants required |
The moment generating function (hence the cumulant generating function)
of the distribution is given in the refence below.
The computations method used is proved analytically up to n=3
but it is
seen to behave correctly up to the order which was checked (n=8
).
the cumulants up to order n
of the skew-normal distribution
with location=0
, scale=1
and shape
as selected.
Azzalini, A. (1985). A class of distributions which includes the normal ones. Scand. J. Statist. 12, 171-178.
sn.cumulants(shape=c(0,2.5,5,10), n=5) sn.cumulants(dp=c(10,3,-8), n=6)