Interactive 2D convergence in law

Share:

Description

This function enables one to draw the interactive 2D plot to investigate convergence in law.

Usage

1
law.plot2d(data,density=FALSE,densfunc=dnorm,probfunc=pnorm,tinf=-5,tsup=5)

Arguments

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.

Author(s)

P. Lafaye de Micheaux and B. Liquet

References

Lafaye de Micheaux, P. (plafaye@club.fr), Liquet, B. "Understanding Convergence Concepts: a Visual-Minded and Graphical Simulation-Based Approach", The American Statistician , submitted.

See Also

check.convergence, criterion, generate, investigate, law.plot3d, p.as.plot, visualize.crit, visualize.sp

Examples

1
2
3
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)