ellipsesPlot.covfm

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<p>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 \(\rho_{ij}\).  One ellipse is drawn in each
             cell for each model in the <code>covfm</code> 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
             <code>covfm</code> object.</p>

The fit.models function and its associated methods (coefficients, print,
summary, plot, etc.) were originally provided in the robust package to compare robustly
and classically fitted model objects. See chapters 2, 3, and 5 in Insightful (2002)
'Robust Library User's Guide' <http://robust.r-forge.r-project.org/Robust.pdf>). The aim
of the fit.models package is to separate this fitted model object comparison functionality
from the robust package and to extend it to support fitting methods (e.g., classical,
robust, Bayesian, regularized, etc.) more generally.

ellipsesPlot.covfm: Ellipses Plot - Visual Correlation Matrix Comparison

Description

Usage

Arguments

Value