The burden test, SKAT, and SKAT-O methods (implemented in SKAT and SKATBinary functions) are developed for testing for rare-variant associations. If you want to test for both common and rare variants together, you need to use SKAT-CommonRare. The main difference between these two approaches is a different weighting scheme.
1) SKAT and SKATBinary functions uses a weighting scheme to up-weight rarer variants (ex beta(1, 25)). This weighting scheme effectively remove the common variants from the test, since common variants are severely under-weighted.
2) SKAT-CommonRare function uses a weighting scheme in which common and rare variants contribute to the test equally, or a weighting parameter between common and rare variants are selected data-adaptively. So you can test for both common and rare variant effects.
Thanks,
Shawn