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SECdistrUv-class

Class "SECdistrUv"

Description

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

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"): ...

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.

Author(s)

Adelchi Azzalini

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

sn

The Skew-Normal and Related Distributions Such as the Skew-t and the SUN

v2.0.0

GPL-2 | GPL-3

Authors

Adelchi Azzalini [aut, cre] (<https://orcid.org/0000-0002-7583-1269>)

Initial release

2021-03-28