MVNtestchar (version 1.1.3)

support.p2: Show Support Region of Positive Definite Matrices with Rank 2

Description

Rotatable plot of support region for positive definite matrix with p=2

Usage

support.p2(theta = 110, phi = 10, lseq = 150, inc = 25, ticktype="detailed", 
    diagnose = FALSE, verbose = TRUE)

Arguments

theta

left-right plot rotation parameter in degrees

phi

up-down plot rotation parameter in degrees

lseq

number of cut points in v1 and in v2

inc

increment in degrees of plot rotations

ticktype

simple or detailed ticks on variables

diagnose

Logical. T causes printing of diagnostic content

verbose

Logical. T causes printing of program ID before and after running

Value

Output is a plot that is rotatable via keyboard input. Upon exit, the latest values of the rotation parameters is listed to facilitate return to the latest plot

Details

Support region for p-variate positive definite matrix distributions is difficult to envision except for p=2. The diagonals of the matrix are V1 and V2 and the off-diagonal variable is V12. In our application 0<=V1,V2<=1, and -1<=V12<=1, so the bounded space is a hyper-rectangle. Each point in this region represents a symmetric pxp matrix, but not all of these are positive definite. This function shades the region of positive definite matrices.

Examples

# NOT RUN {
support.p2(theta = 110, phi = 10, lseq = 150, inc = 25, 
    ticktype = "detailed")
# }