Class "SECdistrMv"
A class of objects representing multivariate skew-elliptically contoured (SEC) distributions.
Objects can be created by a call to function makeSECdistr,
when its argument dp is a list, or by a suitable transformation of
some object of this class. They can also obtained from an object generated
by selm using the function extractSEDdistr.
family:a character string which identifies the parametric family; currently, possible values are: "SN", "ESN", "ST", "SC".
dp:a list of parameters; its length depends on
the selected family.
name:a character string with the name of the multivariate variable; it can be an empty string.
compNames:a vector of character strings with the names of the component variables.
signature(object = "SECdistrMv-class"): ...
signature(x = "SECdistrMv-class"): ...
signature(object = "SECdistrMv-class"): ...
signature(x = "SECdistrMv"): ...
signature(object = "SECdistrMv"): ...
See makeSECdistr for a detailed description of
family and dp.
Note that here methods mean and vcov are not applied
to data or to a fitted model, but to a probability
distribution instead, of which they provide the mean (vector) value
and the variance-covariance matrix. If methods mean and vcov
are applied to a distribution for which the mean or the variance do
not exist, a NULL value is returned and a warning message
is issued.
Adelchi Azzalini
dp0 <- list(xi=1:2, Omega=diag(3:4), alpha=c(3, -5))
f10 <- makeSECdistr(dp=dp0, family="SN", name="SN-2D", compNames=c("x", "y"))
show(f10)
plot(f10)
summary(f10)
mean(f10) # the mean value of the probability distribution
vcov(f10) # the variance-covariance matrix of the probability distributionPlease choose more modern alternatives, such as Google Chrome or Mozilla Firefox.