plotMvloc: Function to Plot Multivariate Location Estimates and Their Confidence Ellipsoids.

Description

Visually presents and compares different multivariate location estimates and their confidence ellipsoids.

Usage

plotMvloc(est1, est2 = NULL, est3 = NULL, X = NULL, alim = NULL, 
          color.ell = 2:4, color.points = grey(0.5), 
          lty.ell = rep(1, 3), pch.ell = rep(16, 3), 
          lwd.ell = rep(1, 3), cex.ell = rep(1, 3), 
          pch.points = 1, level = 0.95, npoints = 100, 
          x.legend, y.legend, cex.legend = 1, pty = "s", gap = 1, 
          oma.bottom, labels, cex.labels = 2, main, ...)

Arguments

est1

The location of interest. A list with the components location, vcov and est.name, for example an object of class 'mvloc'.

est2

An optional additional location estimate. A list with the components location, vcov and est.name, for example an object of class 'mvloc'.

est3

An optional additional location estimate. A list with the components location, vcov and est.name, for example an object of class 'mvloc'.

a numeric data frame or matrix. Optional data points on which the estimates could have been based.

alim

can be NULL, both or ellipses. Specifies whether the plotting regions are are based on the confidence ellipsoids only or also the range of the data points. If NULL it chooses both

color.ell

vector of length 3 that gives the colors for the corresponding estimates 'est1', 'est2' and 'est3'.

color.points

the color of the data points.

lty.ell

line types of the confidence ellipsoids.

pch.ell

plotting symbols for the location estimates, the centers of the confidence ellipsoids.

lwd.ell

line width values of the confidence ellipsoids.

cex.ell

cex values for the location estimates, the centers of the confidence ellipsoids.

pch.points

plotting symbol for the data points X.

level

the level of the confidence ellipsoids.

npoints

the number of points used to approximate each ellipsoid.

x.legend

vertical position of the legend. By default tries to find for 2 to 4 dimensional data a good location. If NULL no legend is drawn.

y.legend

horicontal position of the legend. By default tries to find for 2 to 4 dimensional data a good location. If NULL no legend is drawn.

cex.legend

cex for the legend.

pty

pty value for the individual plots of the scatter matrix. Default is "s".

gap

distance between subplots, in margin lines.

oma.bottom

oma value of the bottom.

labels

optional labels for the diagonals.

cex.labels

cex for the labels. Default is 2.

main

optional title of the plot.

...

further arguments passed to or from other methods.

Value

A scatterplot matrix.

Details

The figure can be used to compare different multivariate location estimates. The location of the legend is currently problematic and it is recommended that the user should provide the coordinates for the legend.

Examples

Run this code

X <- rmvt(50, diag(c(1, 2)), 3)

est1 <- mv.1sample.est(X)
est2 <- mv.1sample.est(X, "sign")
est3 <- mv.1sample.est(X, "rank", "inner")

plotMvloc(est1)
plotMvloc(est1, est2, est3, X, alim="b", lty.ell=1:3, pch.ell=14:16)
plotMvloc(est1, est2, est3, X, alim="e")