FILE NAME CHANGE

this is now going to be by distribution (ie one function for normal,
one function for t, one function for another elliptical distribution,
etc…)
Improved with Replicate()

Using the replicate() instead of the loop. Seems to be faster to
simulate the thing ...
FILE NAME CHANGE

will have two functions for plotting D stats against sample size (one
for large and one for small gamma)
Gamma now an argument

Easier to handle when calling this function.
Removed comments
Large Gamma: Plotting D

This new function plots D-stat on the y-axis against the size of the
first sample (m) on the x-axis. It create the graph for three values of
gamma (over 0.5).

So far, it can simulate from mv normal and mv t distribution. It would
be easy to add more distribution with if statements.

The goal: plot nice graphs and eye ball them for analysis.
Small Gamma: Plotting D

This new function plots D-stat on the y-axis against the size of the
first sample (m) on the x-axis. It create the graph for three values of
gamma (under 0.5).

So far, it can simulate from mv normal and mv t distribution. It would
be easy to add more distribution with if statements.

The goal: plot nice graphs and eye ball them for analysis.
MV Student t

function return a vector of pvalues when simulating a t dist. with df=4
and computing K.stat.
GRAPHS: D stats, sample size, gamma