Model form exp(-x^2/2sx^2 - (y - m x)^2/2sz^2)/(2 pi sx sz) and the
equivalent correlation form with sigma_y and r.
Usage
BvnModel(x, y, m, sigma_x, sigma_z)
Arguments
- x, y
Point.
- m
Slope.
- sigma_x, sigma_z
Standard deviations, > 0.
Value
list(density, density_r, sigma_y, r).
References
Morin, D. J. (2016). Probability: For the Enthusiastic
Beginner. Createspace. Eqs (6.28)-(6.34).
Examples
BvnModel(0.5, 1, 1, 1, 0.5)$density
#> [1] 0.170379
