Dear R-users, I have been using the code below in order to verify how the CDF of a skew-normal distribution was calculated:
library(sn) s=seq(-30,30,by=0.1) a<-matrix(nrow=length(s),ncol=5) lambda=1 for(i in 1:length(s)){ a[i,1]=pnorm(s[i],mean=0,sd=1); a[i,2]=T.Owen(s[i],lambda); a[i,3]=a[i,5]-2*a[i,6]; a[i,4]=pnorm(s[i])-2*T.Owen(s[i],lambda); a[i,5]=psn(s[i],shape=lambda); } >From the literature I was expecting the column 3, 4 and 5 to give me the exact same results but it actually doesn't. There seem to be some approximations for small values of x. Does anyone know where does this come from? Any help would be greatly appreciated, Cheers, Boris [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.