Plot Method for Objects of Class "covRob"

DESCRIPTION:

Creates a set plots useful for assessing a fitted covariance/ correlation model of class covRob. The plot options are (2) Eigenvalues of Covariance Estimate, (3) Sqrt of Mahalanobis Distances, (4) Ellipses Matrix.

USAGE:

function(x, which.plots = "all", chisq.percent = 0.975, id.n = 3,
variables, ...)

REQUIRED ARGUMENTS:

x
a "covRob" object.

OPTIONAL ARGUMENTS:

which.plots
either "ask", "all", or an integer vector specifying which plots to draw. If which.plots is an integer vector, use the plot numbers given in the description above (or in the "ask" menu).
chisq.percent
p-value used to calculate the outlier threshold.
id.n
number of outliers identified in plots.
variables
an integer vector speicfing which eigenvalues to display in the screeplot. The default is to display the 10 largest eigenvalues.

VALUE:

x is invisibly returned.

SIDE EFFECTS:

The selected plots are drawn on a graphics device.

DETAILS:

The covRob object is coerced to a covfm object containing a single model. The plotting is then accomplished by calling plot.covfm.

REFERENCES:

Murdoch and Chow (1996). A Graphical Display of Large Correlation Matricies. American Statistician.

SEE ALSO:

, .

EXAMPLES:

wood.rob <- covRob(woodmod.dat)
plot(wood.rob)