NEWS
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'.