msn.cond.plot: 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.
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.
Value
A list containing the following elements:
cumulantstwo lists as returned by msn.conditional.
pdfa 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.errorsummary 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. B61, 579--602.