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)


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