Please look at my book Statistical Analysis and Data Display https://www.springer.com/us/book/9781493921218
Figures 3.8, 3.9, 3.10 The code for these figures is available in the HH package install.packages("HH") library(HH) HHscriptnames(3) ## this gives the filename on your computer containing the code ## open the file in your preferred editor and run chunks 15 and 16 On Thu, Apr 12, 2018 at 10:59 AM, JEFFERY REICHMAN <reichm...@sbcglobal.net> wrote: > R-Help > > I am attempting to create a series of bivariate normal distributions. So > using the mvtnorm library I have created the following code ... > > # Standard deviations and correlation > sig_x <- 1 > sig_y <- 1 > rho_xy <- 0.0 > > # Covariance between X and Y > sig_xy <- rho_xy * sig_x *sig_y > > # Covariance matrix > Sigma_xy <- matrix(c(sig_x ^ 2, sig_xy, sig_xy, sig_y ^ 2), nrow = 2, ncol = > 2) > > # Load the mvtnorm package > library("mvtnorm") > > # Means > mu_x <- 0 > mu_y <- 0 > > # Simulate 1000 observations > set.seed(12345) # for reproducibility > xy_vals <- rmvnorm(1000, mean = c(mu_x, mu_y), sigma = Sigma_xy) > > # Have a look at the first observations > head(xy_vals) > > # Create scatterplot > plot(xy_vals[, 1], xy_vals[, 2], pch = 16, cex = 2, col = "blue", > main = "Bivariate normal: rho = 0.0", xlab = "x", ylab = "y") > > # Add lines > abline(h = mu_y, v = mu_x) > > Problem is this results in sigma(x) = sigma(y), rho=0 and I need or what > 2sigma(x)=sigma(y), rho=0 or 2sigma(y)=sigma(x), rho=0 to elongate the > distribution. What I have created creates a circle. Can I do that within > the mvtnorm package? > > Jeff Reichman > > ______________________________________________ > Rfirstname.lastname@example.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ Remail@example.com mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.