R: Class '"SECdistrMv"'

SECdistrMv-class {sn} | R Documentation

## Class `"SECdistrMv"`

### Description

Multivariate skew-elliptically contoured distributions

### Objects from the Class

Objects can be created by a call to function `makeSECdistr`, when its argument `dp` is a list, or by a suitable transformation of some object of this class. They can also obtained from an object generated by `selm` using the function `extractSEDdistr`.

### Slots

`family`:

  a character string which identifies the parametric family; currently, possible values are: `"SN"`, `"ESN"`, `"ST"`, `"SC"`.

`dp`:

  a list of parameters; its length depends on the selected `family`.

`name`:

  a character string with the name of the multivariate variable; it can be an empty string.

`compNames`:

  a vector of character strings with the names of the component variables.

### Methods

show

  `signature(object = "SECdistrMv-class")`: ...

plot

  `signature(x = "SECdistrMv-class")`: ...

summary

  `signature(object = "SECdistrMv-class")`: ...

mean

  `signature(x = "SECdistrUv")`: ...

vcov

  `signature(object = "SECdistrUv")`: ...

### Note

See `makeSECdistr` for a detailed description of `family` and `dp`.

Note that here methods `mean` and `vcov` are not applied to data or to a fitted model, but to a probability distribution instead, of which they provide the mean (vector) value and the variance-covariance matrix. If methods `mean` and `vcov` are applied to a distribution for which the mean or the variance do not exist, a `NULL` value is returned and a warning message is issued.

### Author(s)

Adelchi Azzalini

### See Also

`SECdistrUv`, `plot,SECdistrMv-method`, `summary,SECdistrMv-method`, `affineTransSECdistr`, `marginalSECdistr`, `extractSECdistr`

### Examples

      dp0 <- list(xi=1:2, Omega=diag(3:4), alpha=c(3, -5))
      f10 <- makeSECdistr(dp=dp0, family="SN", name="SN-2D", compNames=c("x", "y"))
      show(f10)
      plot(f10)
      summary(f10)
      mean(f10)  # the mean value of the probability distribution
      vcov(f10)  # the variance-covariance matrix of the probability distribution

[Package sn version 1.5-3 Index]