law.plot2d | R Documentation |
This function enables one to draw the interactive 2D plot to investigate convergence in law.
law.plot2d(data,density=FALSE,densfunc=dnorm,probfunc=pnorm,tinf=-5,tsup=5)
data |
matrix containing the sample paths of Xn values. |
density |
if density=TRUE, then the plot of the density of X and the histogram of Xn is returned. If density=FALSE, then the plot of the distribution function F(t) of X and the empirical distribution Fn(t) of Xn is returned. |
densfunc |
function to compute the density of X. |
probfunc |
function to compute the distribution function of X. |
tinf |
lower limit for investigating convergence in law. |
tsup |
upper limit for investigating convergence in law. |
P. Lafaye de Micheaux and B. Liquet
Lafaye de Micheaux, P. (plafaye@club.fr), Liquet, B. "Understanding Convergence Concepts: a Visual-Minded and Graphical Simulation-Based Approach", The American Statistician, 63:2, 173–178, (2009).
check.convergence
, criterion
,
generate
, investigate
,
law.plot3d
,
p.as.plot
, visualize.crit
, visualize.sp
rand <- function(n){(cumsum(rchisq(n,df=1))-(1:n))/sqrt(2*(1:n))} data <- generate(randomgen=rand,nmax=1000,M=500)$data law.plot2d(data)
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