sn: conditionalSECdistr – R documentation

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conditionalSECdistr

Skew-normal conditional distribution

Description

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

Usage

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`.

Details

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

Value

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

References

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

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)

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