cp.to.dp {sn} | R Documentation |
Convert direct parameters (DP) to centred parameters (CP) of the one-dimensional skew-normal distribution and vice versa
cp.to.dp(param) dp.to.cp(param)
param |
a vector of length at least three.
If lenght(param) is m+2 , then the first m components refer
to the regression coefficients (or the location parameter, in
case m is 1), and the remaining two components refer to scale and
shape, respectively; their role is preserved across parametrizations.
|
For a description of the two parametrizations, see the reference below.
a vector of the same length of param
, representing param
in the
alternative parametrization; cp.to.dp
converts centred to direct
parameters, dp.to.cp
converts direct to centred parameters.
Azzalini, A. and Capitanio, A. (1999). Statistical applications of the multivariate skew-normal distribution. J.Roy.Statist.Soc. B 61, 579–602.
cp <- dp.to.cp(c(30,30,2,4)) dp <- cp.to.dp(cp)