matrix_density_plot: Density Plot of the Values from a Lower Triangular Matrix

In qrmtools: Tools for Quantitative Risk Management

Density Plot of the Values from a Lower Triangular Matrix

Description

Density plot of all values in the lower triangular part of a matrix.

Usage

matrix_density_plot(x, xlab = "Entries in the lower triangular matrix",
                    main = "", text = NULL, side = 4, line = 1, adj = 0, ...)

Arguments

x	matrix-like object.
xlab	x-axis label.
main	title.
text	see mtext(). The text = "", it is omitted.
side	see mtext().
line	see mtext().
adj	see mtext().
...	additional arguments passed to the underlying plot().

Details

matrix_density_plot() is typically used for symmetric matrices (like correlation matrices, matrices of pairwise Kendall's tau or tail dependence parameters) to check the distribution of their off-diagonal entries.

Value

invisible().

Author(s)

Marius Hofert

Examples

## Generate a random correlation matrix
d <- 50
L <- diag(1:d)
set.seed(271)
L[lower.tri(L)] <- runif(choose(d,2))
Sigma <- L 
P <- cor(Sigma)
## Density of its lower triangular entries
matrix_density_plot(P)

qrmtools documentation built on Aug. 12, 2022, 5:06 p.m.