heplots (version 1.6.2)

ellipse.box: Draw Conjugate Axes and Parallelogram Surrounding a Covariance Ellipse

Description

Draw Conjugate Axes and Parallelogram Surrounding a Covariance Ellipse

Usage

ellipse.box(
  x,
  center = c(0, 0),
  which = 1:2,
  level = 0.95,
  radius = sqrt(qchisq(level, 2)),
  factor = c("cholesky", "pca"),
  draw = c("box", "diameters", "both"),
  ...
)

Value

Invisibly returns a 2 column matrix containing the end points of lines.

Arguments

x

A square positive definite matrix at least 2x2 in size. It will be treated as the correlation or covariance of a multivariate normal distribution.

center

The center of the ellipse

which

An integer vector to select which variables from the object x will be plotted. The default is the first 2.

level

The coverage level of a simultaneous region of the ellipse. The default is 0.95, for a 95% region. This is used to control the size of the ellipse.

radius

The size of the ellipsoid may also be controlled by specifying the value of a t-statistic on its boundary. This defaults to the square root of a chi-square statistic for a given level on 2 degrees of freedom, however in a small sample of n observations, a more accurate value is sqrt(2 * qf(level, 2, n - 1 )).

factor

A function defining the conjugate axes used to transform the unit circle into an ellipse. chol, uses the right Cholesky factor of x.

draw

What to draw? "box", "diameters" or "both"

...

Other arguments passed to lines.

Examples

data(iris)
cov <- cov(iris[,3:4])
mu <- colMeans(iris[,3:4])

radius <- sqrt(qchisq(0.68, 2))
plot(iris[,3:4], asp=1)
car::ellipse(mu, cov, radius = radius)
ellipse.axes(cov, center=mu, level = 0.68,
            labels = TRUE)
ellipse.box(cov, center=mu, level = 0.68, 
            factor = "pca", 
            col = "red", lwd = 2 )

res <- ellipse.box(cov, center=mu, level = 0.68, factor = "chol", col = "green", lwd = 2 )
res