dst2.plot {sn} | R Documentation |
Produces a contour plot of the density function of a bivariate skew-t variate.
dst2.plot(x, y, xi, Omega, alpha, df, ...) dst2.plot(x, y, dp=, ...)
x |
vector of values of the first component. |
y |
vector of values of the second component. |
xi |
a vector of length 2 containing the location parameter. |
Omega |
a 2 by 2 matrix containing a covariance matrix. |
alpha |
a vector of length 2 containing the shape parameter. |
df |
a positive number, representing the degrees of freedom . |
dp |
a list with components named xi, Omega, alpha, df , containing
quantities as described above. If this parameter is set, then the
individual parameters must not be.
|
... |
additional parameters to be passed to contour .
|
The density function is evalutate at the grid of points whose
coordinates are given by vectors x
and y
.
The actual computation is done by the function dmst
.
A contour level plot is produced on the graphical window.
A list containing the original input parameters plus a matrix
containing the density function evaluated at the grid formed
by the x
and y
values.
The family of multivariate skew-t distributions is an extension of the
multivariate Student's t family, via the introduction of a shape
parameter which regulates skewness; when shape=0
, the skew-t
distribution reduces to the usual t distribution.
When df=Inf
the distribution reduces to the multivariate skew-normal
one; see dmsn
. See the reference below for additional information.
Azzalini, A. and Capitanio, A. (2003). Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t distribution. J.Roy. Statist. Soc. B 65, 367–389.
x <- y <- seq(-5, 5, length=35) dst2.plot(x, y, c(-1,2), diag(c(1,2.5)), c(2,-3), df=5)