Plot of the density of a conditional skew-normal variate
Usage
plot_msn_cond(xi, Omega, alpha, fixed_comp, fixed_values, n)
Arguments
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 (default is 35).
|
Description
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.Details
Value
a list containing the following elements:
cumulants,fit
|
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 desntities.
|
rel_error,abs_error
|
summary statistics of relative and absolute error of the approximation
|
Side Effects
A contour plot of the exact and approximate densities is produced
on a graphical device.References
Azzalini, A. and Capitanio, A. (1999).
Statistical applications of the multivariate skew-normal distribution.
J.Roy.Statist.Soc. B
61, part 3.See Also
msn_conditional
, dmsn
Examples
Omega = eye(3)+0.5.*ones(3,3)
a = plot_msn_cond([0 0 0], Omega, [1:3], 3, -0.75)