ellipsesPlot.covfm: Ellipses Plot - Visual Correlation Matrix Comparison

In robust: Port of the S+ "Robust Library"

Description

When there are 3 or more variables in the data, this function produces a matrix with ellipses drawn in the upper triangle. The ellipse in cell i,j of the plot is drawn to be a contour of a standard bivariate normal with correlation ρ_{ij}. One ellipse is drawn in each cell for each model in the covfm object. When there are 2 variables in the data, this function produces a scatter plot of the data with an overlaid 95% confidence ellipse for each model in the covfm object.

Usage

  ellipsesPlot.covfm(x, ...)

Arguments

x	a "covfm" object.
...	additional arguments are ignored.

Value

x is invisibly returned.

Examples

  data(woodmod.dat)
  woodm.fm <- fit.models(list(Robust = "covRob", Classical = "covClassic"),
                         data = woodmod.dat)
  ellipsesPlot.covfm(woodm.fm)

robust documentation built on May 2, 2019, 5:20 p.m.