dst2.plot: 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.
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.
Details
dst2.plot makes use of function dmst.
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. B65, 367--389.