hi how can i plot now this function??? have to be m= 2??? because of the
dimensions?thanks for ur help
myfun <- function(n, m, alpha = .05, seeder = 1000) {
set.seed(seeder)
x <- matrix(rnorm(n, 0, 0.5), ncol = m)
y <- matrix(rnorm(n, 0, 0.8), ncol = m)
l <- diag(cor(x, y))
cat("Correlations between two random variables \n", l, fill = TRUE)
gute <- function(x, m, alpha) {
q_1 <- qnorm(alpha, 0, 0.05)
q_2 <- qnorm(1 - alpha, 0, 0.05)
p <- (x^2)/sum(x^2)
H <- log(m) - sum(p * log(p), na.rm = TRUE)
1 - mean(q_1 <= H & H <= q_2)
}
dat <- seq(0, 1, length.out = 10)
output <- gute(x = dat, m = m, alpha = alpha)
return(output)
}
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