CorCompare: Compares Correlation Matrices

In StatDA: Statistical Analysis for Environmental Data

Compares Correlation Matrices

Description

This function compares two correlation matrices numerically and graphically.

Usage

CorCompare(cor1, cor2, labels1, labels2, method1, method2, ndigits = 4,
lty1 = 1, lty2 = 2, col1 = 1, col2 = 2, lwd1 = 1.1, lwd2 = 1.1,
cex.label = 1.1, cex.legend = 1.2, lwd.legend = 1.2, cex.cor = 1, ...)

Arguments

cor1,cor2	two correlation matrices based on different estimation methods
labels1, labels2	labels for the two estimation methods
method1, method2	description of the estimation methods
ndigits	number of digits to be used for plotting the numbers
lty1, lty2, col1,col2, lwd1, lwd2, cex.label, cex.cor	other graphics parameters
cex.legend, lwd.legend	graphical parameters for the legend
...	further graphical parameters for the ellipses

Details

The ellipses are plotted with the function do.ellipses. Therefore the radius is calculated with singular value decomposition.

Value

No return value, creates a plot.

Author(s)

Peter Filzmoser <[e-mail]> http://cstat.tuwien.ac.at/filz/

References

C. Reimann, P. Filzmoser, R.G. Garrett, and R. Dutter: Statistical Data Analysis Explained. Applied Environmental Statistics with R. John Wiley and Sons, Chichester, 2008.

Examples

data(chorizon)
x=chorizon[,c("Ca","Cu","Mg","Na","P","Sr","Zn")]
op <- par(mfrow=c(1,1),mar=c(4,4,2,0))
R=robustbase::covMcd(log10(x),cor=TRUE)$cor
P=cor(log10(x))

CorCompare(R,P,labels1=dimnames(x)[[2]],labels2=dimnames(x)[[2]],
method1="Robust",method2="Pearson",ndigits=2, cex.label=1.2)
par(op)

StatDA documentation built on June 7, 2023, 6:26 p.m.