twosigbm

rm(list=ls())


#Scatterplot with marginal histograms in ggplot2

#https://www.r-bloggers.com/2011/06/example-8-41-scatterplot-with-marginal-histograms/

# https://stackoverflow.com/questions/8545035/scatterplot-with-marginal-histograms-in-ggplot2


sig1=1
sig2=4
k=100
n=1e3
tra1<-sig1*replicate(k,cumsum(c(0,rnorm(n))))
tra2<-sig2*replicate(k,cumsum(c(0,rnorm(n))))
dim(tra1)

## [1] 1001  100

par(mfrow=c(2,2))
par(mar=c(2,2,2,2))
plot(NA,xlim=c(1,(n+1)),ylim=range(c(tra1,tra2)),xlab=NA,ylab=NA,main=expression(paste(sigma,"=",1,sep="")))
for(i in 1:k){
  points(1:(n+1),tra1[,i],type="l")
}

plot(density(tra1[(n+1),]),main="Density at t=1000",xlab=NA,ylab=NA,yaxt="n")


plot(NA,xlim=c(1,(n+1)),ylim=range(c(tra1,tra2)),xlab=NA,ylab=NA,main=expression(paste(sigma,"=",4,sep="")))

for(i in 1:k){
  points(1:(n+1),tra2[,i],type="l")
}

plot(density(tra2[(n+1),]),main="Density at t=1000",xlab=NA,ylab=NA,yaxt="n")