search for: xy_val

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2018 Apr 12
3
Bivariate Normal Distribution Plots
...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 = &...