SECdistrUv-class function

Class "SECdistrUv"

A class of objects representing univariate skew-elliptically contoured (SEC ) distributions. 1.1

class

Objects from the class

Objects can be created by a call to function makeSECdistr

when its argument dp is a vector. They can also obtained from an object generated by selm using the function extractSEDdistr.

Slots

• family:: a character string which selects the parametric family; currently, possible values are: "SN" , "ESN" , "ST" , "SC" .
• dp:: a numeric vector of parameters; its length depends on the selected family.
• name:: a character string with name of the distribution.

Methods

• show: signature(object = "SECdistrUv"): ...
• plot: signature(x = "SECdistrUv"): ...
• summary: signature(object = "SECdistrUv"): ...
• mean: signature(x = "SECdistrUv"): ...
• sd: signature(object = "SECdistrUv"): ...

Author(s)

Adelchi Azzalini

Note

See makeSECdistr for a detailed description of family

and dp.

Unlike various other packages, methods mean and sd here are not targeted to data or to a fitted model, but to a probability distribution instead, of which they provide the mean value and the standard deviation. If these methods are applied to a distribution of which the mean or the variance do not exist, a NULL value is returned and a warning message is issued.

See Also

SECdistrMv, plot,SECdistrUv-method, summary,SECdistrUv-method, extractSECdistr

Examples

f2 <- makeSECdistr(dp=c(3, 5, -pi, 6), family="ST", name="My first ST")
show(f2)
plot(f2)
plot(f2, probs=c(1,5,9)/10)
plot(f2, range=c(-30,10), probs=NULL, col=2, main=NULL)
summary(f2)
mean(f2)  # the mean value of the probability distribution
sd(f2)  # the standard deviation of the distribution