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Last data update: 2014.03.03

R: Interactive 2D convergence in law

law.plot2d

R Documentation

Interactive 2D convergence in law

Description

This function enables one to draw the interactive 2D plot to investigate convergence in law.

Usage

law.plot2d(data,density=FALSE,densfunc=dnorm,probfunc=pnorm,tinf=-5,tsup=5)

Arguments

`data`	matrix containing the sample paths of Xn values.
`density`	if density=TRUE, then the plot of the density of X and the histogram of Xn is returned. If density=FALSE, then the plot of the distribution function F(t) of X and the empirical distribution Fn(t) of Xn is returned.
`densfunc`	function to compute the density of X.
`probfunc`	function to compute the distribution function of X.
`tinf`	lower limit for investigating convergence in law.
`tsup`	upper limit for investigating convergence in law.

Author(s)

P. Lafaye de Micheaux and B. Liquet

References

Lafaye de Micheaux, P. (plafaye@club.fr), Liquet, B. "Understanding Convergence Concepts: a Visual-Minded and Graphical Simulation-Based Approach", The American Statistician , submitted.

Examples

rand <- function(n){(cumsum(rchisq(n,df=1))-(1:n))/sqrt(2*(1:n))}
data <- generate(randomgen=rand,nmax=1000,M=500)$data
law.plot2d(data)

Results


R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(ConvergenceConcepts)
Error in library(ConvergenceConcepts) : 
  there is no package called 'ConvergenceConcepts'
Execution halted