R: Skew-normal conditional distribution

conditionalSECdistr {sn} | R Documentation

## 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.

### See Also

`makeSECdistr`, `SECdistrMv-class`, `affineTransSECdistr`

### 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)

[Package sn version 1.5-0 Index]