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
# S4 method for CovClassic
plot(x, which = c("all","distance","qqchi2","tolellipse","screeplot"),
ask=(which=="all" && dev.interactive()),
cutoff, id.n, tol=1e-7, ...)
# S4 method for CovRobust
plot(x, which = c("all","dd","distance","qqchi2","tolellipse","screeplot"),
classic=FALSE, ask=(which=="all" && dev.interactive()),
cutoff, id.n, tol=1e-7, ...)
an object of class "Cov"
or "CovRobust"
Which plot to show? See Details for description of the options. Default is which
="all".
.
whether to plot the classical distances too. Default is classic
=FALSE.
.
logical; if 'TRUE', the user is asked before each plot, see 'par(ask=.)'.
Default is ask = which=="all" && dev.interactive()
.
The cutoff value for the distances.
Number of observations to identify by a label. If not supplied, the number of observations with distance larger than cutoff
is used.
tolerance to be used for computing the inverse see 'solve'. Default is tol = 10e-7
other parameters to be passed through to plotting functions.
Plot mahalanobis distances for x
.
Plot robust and classical mahalanobis distances for x
.
data(hbk)
hbk.x <- data.matrix(hbk[, 1:3])
cv <- CovClassic(hbk.x)
plot(cv)
rcv <- CovMest(hbk.x)
plot(rcv)
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