Represents covariance matrices as 3-d ellipsoids using the rgl package.
Covariance matrices of dimension greater than 3 are plotted on the subspace
defined by the first three eigenvectors.
If TRUE the covariance matrices are transformed into
correlation matrices
shadeCA
If TRUE the ellipsoid is solid, if FALSE the
ellipsoid is wireframe
shadeCB
If TRUE the ellipsoid is solid, if FALSE the
ellipsoid is wireframe
axes.lab
If TRUE the axes are labelled with the eigenvectors
...
further arguments to be passed
Details
The matrix CA is always red, and the matrix CB if given is always blue. The
subspace is defined by the first three eigenvectors of CA, and the percentage of
variance for each matrix along these three dimensions is given in the plot
title.
# NOT RUN {if(requireNamespace("rgl")!=FALSE){
G1<-rIW(diag(4),10)
G2<-G1*1.2# plotsubspace(G1, G2, shadeCB=FALSE)# commented out because of problems with rgl }
# }