The mode of a skew-elliptically contoured (SEC) distribution
Compute compute the mode of a univariate or multivariate SEC distribution.
modeSECdistr(dp, family, object=NULL)
dp |
a numeric vector (in the univariate case, for class |
family |
a character string which identifies the parametric
family among those admissible for classes |
object |
an object of class |
a numeric vector
The mode is obtained through numerical maximization. In the multivariate case, the problem is reduced to a one-dimensional search using Propositions 5.14 and 6.2 of the reference below.
Azzalini, A. with the collaboration of Capitanio, A. (2014). The Skew-Normal and Related Families. Cambridge University Press, IMS Monographs series.
makeSECdistr and extractSECdistr
for additional information and for constructing a suitable object,
SECdistrUv-class and SECdistrMv-class
for methods mean and vcov which compute the mean (vector)
and the variance (matrix) of the object distribution
dp3 <- list(xi=1:3, Omega=toeplitz(1/(1:3)), alpha=c(3,-1,2), nu=5)
st3 <- makeSECdistr(dp3, family="ST", name="ST3", compNames=c("U", "V", "W"))
mode1 <- modeSECdistr(dp3, "ST")
mode2 <- modeSECdistr(object=st3) # the same of mode1Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.