rmvsn {miscF} | R Documentation |
Generate random samples from a multivariate skew normal distribution.
rmvsn(n, D, Mu, Sigma)
n |
number of samples. |
D |
parameter |
Mu |
parameter |
Sigma |
parameter |
This function generates random samples using the methods in Sahu et al. 2003.
Random samples from the multivariate skew normal distribution.
Sahu, Sujit K., Dipak K. Dey, and Marcia D. Branco. (2003) A new class of multivariate skew distributions with applications to Bayesian regression models. Canadian Journal of Statistics vol. 31, no. 2 129-150.
Mu <- rep(400, 2)
Sigma <- diag(c(40, 40))
D <- diag(c(-30, -30))
Y <- rmvsn(n=1000, D, Mu, Sigma)