Draws ellipses according to Mahalanobis distances
For 2-dimensional data a scatterplot is made. Additionally, ellipses corresponding to certain Mahalanobis distances and quantiles of the data are drawn.
drawMahal(x, center, covariance, quantile = c(0.975, 0.75, 0.5, 0.25), m = 1000, lwdcrit = 1, ...)
x |
numeric data frame or matrix with 2 columns |
center |
vector of length 2 with multivariate center of x |
covariance |
2 by 2 covariance matrix of x |
quantile |
vector of quantiles for the Mahalanobis distance |
m |
number of points where the ellipses should pass through |
lwdcrit |
line width of the ellipses |
... |
additional graphics parameters, see |
For multivariate normally distributed data, a fraction of 1-quantile of data should be outside the ellipses. For center and covariance also robust estimators, e.g. from the MCD estimator, can be supplied.
A scatterplot with the ellipses is generated.
Peter Filzmoser <P.Filzmoser@tuwien.ac.at>
K. Varmuza and P. Filzmoser: Introduction to Multivariate Statistical Analysis in Chemometrics. CRC Press, Boca Raton, FL, 2009.
data(glass) data(glass.grp) x=glass[,c(2,7)] require(robustbase) x.mcd=covMcd(x) drawMahal(x,center=x.mcd$center,covariance=x.mcd$cov,quantile=0.975,pch=glass.grp)
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