9.1 Kovarianz und Korrelation

pdf("kovarianz.pdf",width=7.5,height=2.5)
par(mfrow=c(1,3))
par(mar=c(4,4,2,2))
library(mvtnorm)

set.seed(101)
x=rmvnorm(200,c(0,0),matrix(c(1,0.8,0.8,1),ncol=2))
plot(x,xlab="x1",ylab="x2",cex.lab=1.2,xlim=c(-3.5,3.5),ylim=c(-3.5,3.5))

set.seed(100)
x=rmvnorm(200,c(0,0),matrix(c(1,0,0,1),ncol=2))
plot(x,xlab="x1",ylab="x2",cex.lab=1.2,xlim=c(-3.5,3.5),ylim=c(-3.5,3.5))

set.seed(101)
x=rmvnorm(200,c(0,0),matrix(c(1,-0.8,-0.8,1),ncol=2))
plot(x,xlab="x1",ylab="x2",cex.lab=1.2,xlim=c(-3.5,3.5),ylim=c(-3.5,3.5))
dev.off()