msn.cond.plot {sn}R Documentation

Plot of the density of a conditional skew-normal variate

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.

Usage

msn.cond.plot(xi, Omega, alpha, fixed.comp, fixed.values, n=35)

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.

Details

See Section 4.2 of the reference given below for backgroud details

Value

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.

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, 579–602.

See Also

msn.conditional, dmsn

Examples

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)

[Package sn version 0.4-4 Index]