sn.cumulants {sn} | R Documentation |
Cumulants of the skew-normal distribution.
sn.cumulants(shape=0, n=4)
shape |
a vector of shape parameter. |
n |
a scalar integer. |
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
).
the cumulants up to order n
of the skew-normal distribution
with location=0
, scale=1
and shape
as selected.
Azzalini, A. (1985). A class of distributions which includes the normal ones. Scand. J. Statist. 12, 171-178.
cum <- sn.cumulants(c(0,1,2,5,10),4)