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\alias{msn.conditional}
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Cumulants and distribution of a skew-normal variate after conditioning
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Finds cumulants up to 3rd order of a multivariate skew-normal
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distribution conditionally on the values taken on by some of
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its components, and finds a multivariate skew-normal distribution
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with the same cumulants.
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msn.conditional(xi = rep(0, length(alpha)), Omega, alpha, fixed.comp,
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fixed.values, dp = NULL) }
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a numeric vector of length \code{d}, say, giving the location parameter.
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a covariance matrix of dimension \code{(d,d)}.
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a numeric vector of length \code{d}, which regulates the shape of the density.
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a vector containing a subset of \code{1:d} which selects the components
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whose values are to be fixed; it must be of length \code{d-2}.
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a numeric vector of values taken on by the components \code{fixed.comp};
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it must be of the same length of \code{fixed.comp}.
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a list containing the components \code{xi}, \code{Omega},
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\code{alpha}, contaning quantities as described above
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A list containing the following elements:
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a list containing mean vector, variance matrix, and indices of
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skewness of the conditional distribution.
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a list containing the parameters of the fitted skew-normal
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distribution in the \code{(xi,Omega,alpha)} parametrization, plus
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the vector \code{delta}.
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\details{Typical usages are
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msn.conditional(xi, Omega, alpha, fixed.comp, fixed.values)
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msn.conditional(dp=, fixed.comp, fixed.values)
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See the reference below for details and background.
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Azzalini, A. and Capitanio, A. (1999).
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Statistical applications of the multivariate skew-normal distribution.
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\emph{J. Roy. Statist. Soc. B}
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\code{\link{msn.cond.plot}}, \code{\link{msn.marginal}}
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Omega <- diag(3)+0.5*outer(rep(1,3),rep(1,3))
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a<- msn.conditional(rep(0,3), Omega, 1:3, 3, -0.75)
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\keyword{multivariate}
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\keyword{distribution}
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man/msn.conditional.Rd
