For an object of class ictest, plots either the pairwise scatter plot matrix, or the time series plots of the underlying components. The user can choose if only the components considered interesting or all of them should be plotted.
# S3 method for ictest
plot(x, which = "all", ...)
object of class ictest
if "all"
, then all components of S in the ictest object are plotted. If "k"
, then only the first k components are plotted,
where the value of k
is taken from the ictest object. This is only meaningful if k
was at least 2.
If the component matrix has the class mts
, xts
or zoo
, then a time series plot will be plotted. Otherwise, the pairwise scatter plot matrix will be plotted.
# NOT RUN {
n <- 200
X <- cbind(rnorm(n, sd = 2), rnorm(n, sd = 1.5), rnorm(n), rnorm(n), rnorm(n))
TestCov <- PCAasymp(X, k = 2)
plot(TestCov)
plot(TestCov, which = "k")
# }
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