dst: Skew-t Distribution

In lwaldron/doppelgangR: Identify likely duplicate samples from genomic or meta-data

Skew-t Distribution

Description

Density function, distribution function and random number generation for the skew-t (ST) distribution. Functions copied from sn CRAN library v0.4.18 for argument name compatibility with st.mle function from the same version.

Usage

dst(x, location = 0, scale = 1, shape = 0, df = Inf, dp = NULL, log = FALSE)

rst(n = 1, location = 0, scale = 1, shape = 0, df = Inf, dp = NULL)

pst(x, location = 0, scale = 1, shape = 0, df = Inf, dp = NULL, ...)

qst(
  p,
  location = 0,
  scale = 1,
  shape = 0,
  df = Inf,
  tol = 1e-06,
  dp = NULL,
  ...
)

Arguments

x	vector of quantiles. Missing values (NAs) are allowed.
location	vector of location parameters.
scale	vector of (positive) scale parameters.
shape	vector of shape parameters. With pst and qst, it must be of length 1.
df	degrees of freedom (scalar); default is df=Inf which corresponds to the skew-normal distribution.
dp	a vector of length 4, whose elements represent location, scale (positive), shape and df, respectively. If dp is specified, the individual parameters cannot be set.
log	logical; if TRUE, densities are given as log-densities.
n	sample size.
...	additional parameters passed to integrate.
p	vector of probabililities
tol	a scalar value which regulates the accuracy of the result of qsn.

Value

Density (dst), probability (pst), quantiles (qst) and random sample (rst) from the skew-t distribution with given location, scale, shape and df parameters.

Details

Typical usages are

scale=1, shape=0, df=Inf, log=FALSE) dst(x, dp=, log=FALSE) pst(x,
location=0, scale=1, shape=0, df=Inf, ...) pst(x, dp=, log=FALSE) qst(p,
location=0, scale=1, shape=0, df=Inf, tol=1e-8, ...) qst(x, dp=, log=FALSE)
rst(n=1, location=0, scale=1, shape=0, df=Inf) rst(x, dp=, log=FALSE) 

References

Azzalini, A. and Capitanio, A. (2003). Distributions generated by perturbation of symmetry with emphasis on a multivariate skew-t distribution. J.Roy. Statist. Soc. B 65, 367–389.

See Also

st.mle

Examples

pdf <- dst(seq(-4,4,by=0.1), shape=3, df=5)
rnd <- rst(100, 5, 2, -5, 8)
q <- qst(c(0.25,0.5,0.75), shape=3, df=5)
stopifnot(identical(all.equal(pst(q, shape=3, df=5), c(0.25,0.5,0.75)), TRUE))

lwaldron/doppelgangR documentation built on Nov. 2, 2024, 9:28 a.m.