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

In MVNtestchar: Test for Multivariate Normal Distribution Based on a Characterization

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

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.

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

Author(s)

William R. Fairweather

Examples

## Not run: support.p2(theta = 110, phi = 10, lseq = 150, inc = 25, 
    ticktype = "detailed")

## End(Not run)

MVNtestchar documentation built on July 26, 2020, 1:07 a.m.