The skew normal function to approximate a log likelihood function

The skew normal function to approximate a log likelihood function

skewNormal(x, mu, sigma, alpha)

Arguments

x

The log(hazard ratio) for which to approximate the log likelihood.

mu

The position parameter.

sigma

The scale parameter.

alpha

The skew parameter.

Value

The approximate log likelihood for the given x.

Details

The skew normal function. When alpha = 0 this function is the normal distribution.

References

Azzalini, A. (2013). The Skew-Normal and Related Families. Institute of Mathematical Statistics Monographs. Cambridge University Press.

Examples

skewNormal(x = 0:3, mu = 0, sigma = 1, alpha = 0)
#> [1] -0.9189385 -1.4189385 -2.9189385 -5.4189385