plotCovEllipse: Plot covariance elispe between a and b with marginal...

In gtog/dMisc: A Collection of Helper Functions for Doing Financial Data Analysis

Description

This function makes a scatterplot of a and b. It plots the sample histograms in the margins. It also overlays the kernal densities for a and b. It then overlays the covariance ellipse for a and b. This function is useful for detecting whether or not a and b are invariants.

Usage

plotCovEllipse(a, b)

Arguments

a	a vector of numeric values
b	a vector of numeric values with the same length as a.

Value

a scatterplot with the covariance ellipse of a and b displayed.

Examples

library(dMisc) # requires access to function getAngle()
a <- rnorm(500, mean = 0 , sd = 1)
b <- rnorm(500, mean = 0, sd  = 1.5)
plotCovEllipse(a,b)

gtog/dMisc documentation built on May 17, 2019, 8:57 a.m.