msn.cond.plot {sn} | R Documentation |
Plot of the exact and of the approximate density function of a multivariate skew-normal variate conditionally on the values taken on by some components.
msn.cond.plot(xi, Omega, alpha, fixed.comp, fixed.values, n=35)
xi |
a numeric vector of length k , say, giving the location parameter.
|
Omega |
a covariance matrix of dimension (k,k) .
|
alpha |
a numeric vector of length k , which regulates the shape of the density.
|
fixed.comp |
a vector containing a subset of 1:k which selects the components
whose values are to be fixed; it must be of length k-2 .
|
fixed.values |
a numeric vector of values taken on by the components fixed.comp ;
it must be of the same length of fixed.comp .
|
n |
an integer value which determines the grid size of the density computations and plot. |
See Section 4.2 of the reference given below for backgroud details
A list containing the following elements:
cumulants |
two lists as returned by msn.conditional .
|
pdf |
a list containing the coordinates x and y of the points where the
densities have been evaluated, and the matrices f.exact and f.fitted
of the exact and fitted conditional densities.
|
rel.error |
summary statistics of relative and absolute error of the approximation. |
A contour plot of the exact and approximate densities is produced on a graphical device.
Azzalini, A. and Capitanio, A. (1999). Statistical applications of the multivariate skew-normal distribution. J.Roy.Statist.Soc. B 61, 579–602.
Omega <- diag(3)+0.5*outer(rep(1,3),rep(1,3)) a<- msn.cond.plot(rep(0,3), Omega, 1:3, 3, -0.75)