| ellipsesPlotPCRA.covfm {PCRA} | R Documentation |
Overlaid Correlations Ellipses Plots
Description
When there are 3 or more variables in the data, this function produces a matrix with overlaid ellipses drawn in the upper triangle. The main use case is a sample covariance estimator and a robust covariance matrix estimator, so two overlaid ellipses. The ellipses in cell i,j of the plot is drawn to be a contour of a standard bivariate normal density with correlation 'rho(i,j)'. Two ellipses are drawn in each cell, one for the sample covariance matrix estimate and one for the robust covariance matrix estimate. When there are only 2 variables in the data, this function produces a scatter plot of the data with overlaid 95 robust covariance matrix estimates in the 'covfm' object. The lower triangle displays the sample correlation estimate value in red font, and robust correlation estimate in black font.
Usage
ellipsesPlotPCRA.covfm(x, ...)
Arguments
x |
a 'covfm' object |
... |
additional arguments are ignored. |
Value
x is invisibly returned
Author(s)
The original version 'ellipsesPlot.covfm was wirtten by Kjell Konis for the 'fit.models' package. This version, modified by Doug Martin, uses thicker lines for the ellipses, with red color for the sample correlation and black for the robust correlation, for a better overall visual display.
Examples
args(ellipsesPlotPCRA.covfm)