| splitn_kurtosis {dng} | R Documentation |
Computing the mean, variance, skewness and kurtosis for the split-normal distribution.
splitn_kurtosis(lmd) splitn_mean(mu, sigma, lmd) splitn_skewness(sigma, lmd) splitn_var(sigma, lmd)
lmd |
vector of skewness parameters (>0). If is 1, reduce to normal distribution. |
mu |
vector of location parameter. (The mode of the density) |
sigma |
vector of standard deviations. |
splitn_mean gives the mean. splitn_var gives the
variance. splitn_skewness gives the skewness.
splitn_kurtosis gives the kurtosis. (splitn_mean,
splitn_var,splitn_skeness and splitn_kurtosis are all
vectors.
splitn_kurtosis: Kurtosis for the split-normal distribution.
splitn_skewness: Skewness for the split-normal distribution.
splitn_var: Variance for the split-normal distribution.
Feng Li, Jiayue Zeng
Villani, M., & Larsson, R. (2006) The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis. Sveriges Riksbank Working Paper Series, No. 175.
psplitn() dsplitn() qsplitn() and
rsplitn() for the split-normal distribution.
mu <- c(0,1,2) sigma <- c(0.5,1,2) lmd <- c(1,2,3) mean0 <- splitn_mean(mu, sigma, lmd) var0 <- splitn_var(sigma, lmd) skewness0 <- splitn_skewness(sigma, lmd) kurtosis0 <- splitn_kurtosis(lmd)