contourmcd {mcauchyd} | R Documentation |
Contour Plot of the Bivariate Cauchy Density
Description
Draws the contour plot of the probability density of the multivariate Cauchy distribution with 2 variables
with location parameter mu
and scatter matrix Sigma
.
Usage
contourmcd(mu, Sigma,
xlim = c(mu[1] + c(-10, 10)*Sigma[1, 1]),
ylim = c(mu[2] + c(-10, 10)*Sigma[2, 2]),
zlim = NULL, npt = 30, nx = npt, ny = npt,
main = "Multivariate Cauchy density",
sub = NULL, nlevels = 10,
levels = pretty(zlim, nlevels), tol = 1e-6, ...)
Arguments
mu |
length 2 numeric vector. |
Sigma |
symmetric, positive-definite square matrix of order 2. The scatter matrix. |
xlim , ylim |
x-and y- limits. |
zlim |
z- limits. If NULL, it is the range of the values of the density on the x and y values within |
npt |
number of points for the discretisation. |
nx , ny |
number of points for the discretisation among the x- and y- axes. |
main , sub |
main and sub title, as for |
nlevels , levels |
arguments to be passed to the |
tol |
tolerance (relative to largest variance) for numerical lack of positive-definiteness in Sigma, for the estimation of the density. see |
... |
additional arguments to |
Value
Returns invisibly the probability density function.
Author(s)
Pierre Santagostini, Nizar Bouhlel
References
N. Bouhlel, D. Rousseau, A Generic Formula and Some Special Cases for the Kullback–Leibler Divergence between Central Multivariate Cauchy Distributions. Entropy, 24, 838, July 2022. doi:10.3390/e24060838
See Also
dmcd
: probability density of a multivariate Cauchy density
plotmcd
: 3D plot of a bivariate Cauchy density.
Examples
mu <- c(1, 4)
Sigma <- matrix(c(0.8, 0.2, 0.2, 0.2), nrow = 2)
contourmcd(mu, Sigma)