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plot-methods

Methods for Function 'plot' in Package 'rrcov'


Description

Shows the Mahalanobis distances based on robust and/or classical estimates of the location and the covariance matrix in different plots. The following plots are available:

- index plot of the robust and mahalanobis distances

- distance-distance plot

- Chisquare QQ-plot of the robust and mahalanobis distances

- plot of the tolerance ellipses (robust and classic)

- Scree plot - Eigenvalues comparison plot

Usage

## S4 method for signature 'CovClassic'
plot(x, which = c("all","distance","qqchi2","tolellipse","screeplot"), 
        ask=(which=="all" && dev.interactive()), 
        cutoff, id.n, tol=1e-7, ...)
## S4 method for signature 'CovRobust'
plot(x, which = c("all","dd","distance","qqchi2","tolellipse","screeplot"), 
        classic=FALSE, ask=(which=="all" && dev.interactive()), 
        cutoff, id.n, tol=1e-7, ...)

Arguments

x

an object of class "Cov" or "CovRobust"

which

Which plot to show? See Details for description of the options. Default is which="all".

.

classic

whether to plot the classical distances too. Default is classic=FALSE.

.

ask

logical; if 'TRUE', the user is asked before each plot, see 'par(ask=.)'. Default is ask = which=="all" && dev.interactive().

cutoff

The cutoff value for the distances.

id.n

Number of observations to identify by a label. If not supplied, the number of observations with distance larger than cutoff is used.

tol

tolerance to be used for computing the inverse see 'solve'. Default is tol = 10e-7

...

other parameters to be passed through to plotting functions.

Methods

x = "Cov", y = "missing"

Plot mahalanobis distances for x.

x = "CovRobust", y = "missing"

Plot robust and classical mahalanobis distances for x.

Examples

data(hbk)
hbk.x <- data.matrix(hbk[, 1:3])
cv <- CovClassic(hbk.x)
plot(cv)
rcv <- CovMest(hbk.x)
plot(rcv)

rrcov

Scalable Robust Estimators with High Breakdown Point

v1.5-5
GPL (>= 2)
Authors
Valentin Todorov [aut, cre] (<https://orcid.org/0000-0003-4215-0245>)
Initial release
2020-07-31

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