robust: ellipsesPlot.covfm – R documentation

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ellipsesPlot.covfm

Ellipses Plot - Visual Correlation Matrix Comparison

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

Port of the S+ "Robust Library"

v0.5-0.0

GPL-2

Authors

Jiahui Wang, Ruben Zamar <ruben@stat.ubc.ca>, Alfio Marazzi <Alfio.Marazzi@inst.hospvd.ch>, Victor Yohai <vyohai@dm.uba.ar>, Matias Salibian-Barrera <matias@stat.ubc.ca>, Ricardo Maronna <maron@mate.unlp.edu.ar>, Eric Zivot <ezivot@u.washington.edu>, David Rocke <dmrocke@ucdavis.edu>, Doug Martin, Martin Maechler <maechler@stat.math.ethz.ch>, Kjell Konis <kjell.konis@me.com>.

Initial release

2020-03-07