Represents covariance matrices as 3-d 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

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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