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Fit a skew normal distribution to a sample

Source: R/skew-normal.R
fit_skew_normal_samp.Rd

Fit a skew normal distribution to a sample

Usage

fit_skew_normal_samp(x)

Arguments

x

A numeric vector of sample data.

Value

A list with fitted parameters:

  • xi: location parameter

  • omega: scale parameter

  • alpha: shape parameter

  • logC: log-normalization constant

  • k: temperature parameter

  • rsq: R-squared of the fit

Note that logC and k are not used when fitting from a sample.

Details

Uses maximum likelihood estimation to fit a skew normal distribution to the provided numeric vector x. The fit is computed on standardised draws, so it does not depend on the scale of x.

Examples

x <- rnorm(100, mean = 5, sd = 1)
unlist(fit_skew_normal_samp(x))
#>       xi    omega    alpha 
#> 4.029466 1.366546 1.640869