dst2.plot {sn}R Documentation

Plot of Bivariate Skew-t Density Function

Description

Produces a contour plot of the density function of a bivariate skew-t variate.

Usage

dst2.plot(x, y, xi, Omega, alpha, df, ...)

Arguments

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 .
... additional parameters to be passed to contour.

Details

dst2.plot makes use of function dmst.

Value

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.

Side effects

A contour plot is produced on the graphical window.

Background

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.

References

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.

See Also

dmsn, dsn2.plot

Examples

x <- y <- seq(-5, 5, length=35)
dst2.plot(x, y, c(-1,2), diag(c(1,2.5)), c(2,-3), df=5)

[Package sn version 0.33 Index]