compare.covarDiff: compare.covarDiff

In SampleSizeShop/invWishartSum: An approximation to the distribution of inverse Wishart sums

Description

Creates a comparison plot showing the difference in the bivariate densities of two cells of the empirical sum of inverse Wishart matrices and a sample from a single inverse Wishart which approximates the distribution of the sum of inverse Wishart matrices.

Usage

compare.covarDiff(empiricalReps, approxReps, cell1 = c(1, 2), cell2 = c(1,
  3), style = "contour", lims = c(-2, 2, -2, 2), col = c("red", "black"))

Arguments

empiricalReps	a sample from the distribution of a sum of inverse Wishart matrices
approxReps	a sample from a single inverse Wishart which approximates the distribution of the sum of inverse Wishart matrices.
cell1	the row and column of the first cell in the bivariate density
cell2	the row and column of the second cell in the bivariate density
style	the type of 3D plot, either 'contour', 'image', or 'persp'
ylim	optional Y-axis plot limits
xlim	optional X-axis plot limits
col	optional list of colors for the empirical and approximate densities

Value

comparison plot of the difference between the bivariate densities

SampleSizeShop/invWishartSum documentation built on Feb. 5, 2022, 5:04 a.m.