Correlation Image Display

DESCRIPTION:

Uses the image function to identify significant differences between classical and robust correlation matrix estimates.

USAGE:

image.cov(object, probs=c(0.95, 0.99), ...)

REQUIRED ARGUMENTS:

object
a fit.models object containing a cov element and covRob element.

OPTIONAL ARGUMENTS:

probs
a vector of probabilities determining how differences are colored in the image. Differences with significance between 0 and min(probs) are white, differences between max(probs) and 1 are black, and intermediate values are gray scaled. The number of colors depends on the length of probs.

SIDE EFFECTS:

An image is produced on a new graphsheet (note that the graphsheet device is available only on the Windows platform).

SEE ALSO:

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