sn.cumulants {sn}R Documentation

Cumulants of the skew-normal distribution

Description

Cumulants of the skew-normal distribution.

Usage

sn.cumulants(shape=0, n=4)

Arguments

shape a vector of shape parameter.
n a scalar integer.

Details

The moment generating function (hence the cumulant generating function) of the distribution is given in the refence below. The computations method used is proved analytically up to n=3 but it is seen to behave correctly up to the order which was checked (n=8).

Value

the cumulants up to order n of the skew-normal distribution with location=0, scale=1 and shape as selected.

References

Azzalini, A. (1985). A class of distributions which includes the normal ones. Scand. J. Statist. 12, 171-178.

See Also

dsn,zeta

Examples

cum <- sn.cumulants(c(0,1,2,5,10),4)

[Package sn version 0.3-5 Index]