snorm function

Skewed Normal Distribution of Fernandez and Steel

Skewed Normal Distribution of Fernandez and Steel

Density, distribution, quantile function and random number generation for the skewed normal distribution parameterized in terms of mean, standard deviation and skew parameters.

dsnorm(x, mu = 0, sigma = 1, skew = 1.5, log = FALSE) psnorm(q, mu = 0, sigma = 1, skew = 1.5, lower_tail = TRUE, log = FALSE) qsnorm(p, mu = 0, sigma = 1, skew = 1.5, lower_tail = TRUE, log = FALSE) rsnorm(n, mu = 0, sigma = 1, skew = 1.5)

Arguments

  • x, q: vector of quantiles.
  • mu: mean.
  • sigma: standard deviation.
  • skew: skew parameter.
  • log: (logical) if TRUE, probabilities p are given as log(p).
  • lower_tail: if TRUE (default), probabilities are P[Xx]P[X \le x] otherwise, P[X>x]P[X > x].
  • p: vector of probabilities.
  • n: Number of observations.

Returns

d gives the density, p gives the distribution function, q gives the quantile function and r generates random deviates. Output depends on x or q length, or n for the random number generator.