conditionalSECdistr function

Skew-normal conditional distribution

Skew-normal conditional distribution

For a multivariate (extended) skew-normal distribution, compute its conditional distribution for given values of some of its components.

conditionalSECdistr(object, fixed.comp, fixed.values, name, drop = TRUE)

Arguments

  • object: an object of class SECdistrMv with family="SN"

    or family="ESN".

  • fixed.comp: a vector containing a subset of 1:d which selects the components whose values are to be fixed, if d denotes the dimensionality of the distribution.

  • fixed.values: a numeric vector of values taken on by the components fixed.comp; it must be of the same length of fixed.comp.

  • name: an optional character string with the name of the outcome distribution; if missing, one such string is constructed.

  • drop: logical (default=TRUE), to indicate whether the returned object must be of class SECdistrUv when length(fixed.comp)+1=d.

Returns

an object of class SECdistrMv, except in the case when drop=TRUE operates, leading to an object of class SECdistrUv-class.

Details

For background information, see Section 5.3.2 of the reference below.

References

Azzalini, A. and Capitanio, A. (2014). The Skew-normal and Related Families. Cambridge University Press, IMS Monographs series.

See Also

makeSECdistr, SECdistrMv-class, affineTransSECdistr

Examples

Omega <- diag(3) + outer(1:3,1:3)
sn <- makeSECdistr(dp=list(xi=rep(0,3), Omega=Omega, alpha=1:3), family="SN")
esn <- conditionalSECdistr(sn, fixed.comp=2, fixed.values=1.5)
show(esn)
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