Represents covariance matrices as 3d ellipsoids using the rgl
package.
Covariance matrices of dimension greater than 3 are plotted on the subspace
defined by the first three eigenvectors.
1 2 
CA 
Matrix 
CB 
Optional second matrix 
corr 
If 
shadeCA 
If 
shadeCB 
If 
axes.lab 
If 
... 
further arguments to be passed 
The matrix CA is always red, and the matrix CB if given is always blue. The subspace is defined by the first three eigenvectors of CA, and the percentage of variance for each matrix along these three dimensions is given in the plot title.
Jarrod Hadfield j.hadfield@ed.ac.uk with code taken from the rgl
package
rgl
1 2 3 4 5 6  if(requireNamespace("rgl")!=FALSE){
G1<rIW(diag(4),10)
G2<G1*1.2
# plotsubspace(G1, G2, shadeCB=FALSE)
# commented out because of problems with rgl
}

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