Created
July 20, 2016 05:18
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| #! /usr/bin/env Rscript | |
| library(mvtnorm) # `install.packages('mvtnorm')` | |
| set.seed(507734) | |
| Y1 <- rmvnorm(n = 1e4, mu = c(9, 9), sigma = diag(2)) | |
| Y2 <- rmvnorm(n = 1e4, mu = c(18, 18), sigma = 4 * diag(2)) | |
| Y <- rbind(Y1, Y2) | |
| detY1 <- det(cov(Y1)) | |
| detY2 <- det(cov(Y2)) | |
| detY <- det(cov(Y)) | |
| # empty plot command to set up the axes and labels | |
| plot(0, type = 'n', xlim = c(0, 30), ylim = c(0, 30), xlab = "Dim 1", ylab = "Dim 2") | |
| points(Y1, col = 'steelblue') | |
| points(Y2, col = 'orange') | |
| title(main = sprintf("|Y1| + |Y2| = %.2f + %.2f = %.2f\n|Y| = %.2f", detY1, detY2, detY1 + detY2, detY)) |
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