plotCovarianceFromFile: plotCovarianceFromFile

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

Description

Loads samples from files for the empirical sum of inverse Wishart matrices and a single inverse Wishart which approximates the distribution of the sum of inverse Wishart matrices. Creates a comparison plot showing the bivariate density of two cells.

Usage

plotCovarianceFromFile(sumFile, approxFile, cell1 = c(1, 1), cell2 = c(1,
  2), height = 4, width = 4, filename, lims = c(-2, 2, -2, 2),
  col = c("blue", "black"))

Arguments

sumFile	file containing a sample from the distribution of a sum of inverse Wishart matrices
approxFile	file containing 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
height	height of the output pdf figure
width	width of the output pdf figure
filename	filename for the output pdf plot
lims	plot limits
col	optional list of colors for the empirical and approximate densities

Value

comparison plot of bivariate densities

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