wsgnstat 0.1.0
- Initial CRAN submission.
- Density, distribution function, characteristic function and random
generation for the skew generalised normal distribution on the line
(
dsgn(), psgn(), cfsgn(),
rsgn()).
- Density, distribution function, quantile function and random
generation for its wrapped version on the circle in the identified
parameterisation (
dwsgn(), pwsgn(),
qwsgn(), rwsgn()), and its trigonometric
moments (trig_moments()).
- Estimation by minimum distance on the trigonometric moments with
sandwich standard errors (
fit_wsgn_trig()) and by maximum
likelihood with parametric-bootstrap standard errors
(fit_wsgn_mle()).
- The characteristic function is evaluated through absolutely
convergent integrals, so every routine is available for all shape
parameters
beta > 0.
- The computation runs on a pure-C back-end shared with the Python
package ‘wsgnstat’.