sn (version 0.4-18)

dsn2.plot: Plot of Bivariate Skew-normal Density Function

Description

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

Usage

dsn2.plot(x, y, xi, Omega, alpha, dp = NULL, ...)

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.

dp

a list with components named xi, Omega, alpha, containing quantities as described above. If this parameter is set, the individual parameters must not be.

...

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.

Background

The multivariate skew-normal distribution is discussed by Azzalini and Dalla Valle (1996); the (Omega,alpha) parametrization adopted here is the one of Azzalini and Capitanio (1999).

Details

Typical usages are dsn2.plot(x, y, xi, Omega, alpha, ...) dsn2.plot(x, y, dp=, ...) 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 dmsn. A contour level plot is produced on the graphical window.

References

Azzalini, A. and Dalla Valle, A. (1996). The multivariate skew-normal distribution. Biometrika 83, 715--726.

Azzalini, A. and Capitanio, A. (1999). Statistical applications of the multivariate skew-normal distribution. J.Roy.Statist.Soc. B 61, 579--602.

See Also

dmsn

Examples

x <- y <- seq(-5, 5, length=35)
dsn2.plot(x, y, c(-1,2), diag(c(1,2.5)), c(2,-3))