plot.mcd                package:rrcov                R Documentation

_R_o_b_u_s_t _D_i_s_t_a_n_c_e _P_l_o_t_s

_D_e_s_c_r_i_p_t_i_o_n:

     Shows the Mahalanobis distances based on robust and 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)

_U_s_a_g_e:

         ## S3 method for class 'mcd':
         plot.mcd(x, which = c("all","dd","distance","qqchi2","tolellipse"), classic=FALSE, ask=(which=="all" && dev.interactive()), cutoff, id.n, tol=1e-7, ...)
         

     ddplot(x, ...)
     distplot(x, ...)
     chi2qqplot(x, ...)
     ellipse(x, ...)

_A_r_g_u_m_e_n_t_s:

      x : a 'mcd' object, typically result of 'covMcd'. 

   which: Which plot to show? See Details for description of the
          options. Default is 'which'="all". 

 classic: whether to plot the classical distances too. Default is
          'classic'=FALSE. 

     ask: logical; if 'TRUE', the user is _ask_ed before each plot, see
          'par(ask=.)'.  Default is 'ask = which=="all" &&
          dev.interactive()'.  

  cutoff: The cutoff value for the distances.  

    id.n: Number of observations to identify by a label. If not
          supplied, the number of observations with distance larger
          than 'cutoff' is used.  

     tol: tolerance to be used for computing the inverse see 'solve'.
          Default is 'tol = 10e-7'

    ... : other parameters to be passed through to plotting functions. 

_D_e_t_a_i_l_s:

     This function produces several plots based on the robust and
     classical location and covariance matrix.  Which of them to select
     is specified by the attribute  'which'. The possible options are: 

     'distance' - index plot of the robust distances;

     'dd' - distance-distance plot;

     'qqchi2' - a qq-plot of the robust distances versus the quantiles
     of the chi-squared distribution

     'tolellipse' - a tolerance ellipse

     The Distance-Distance Plot, introduced by Rousseeuw and van
     Zomeren (1990), displays the robust distances versus the classical
     Mahalanobis distances. The dashed line is the set of  points where
     the robust distance is equal to the classical distance. The
     horizontal and vertical lines are drawn at values equal to the
     cutoff which defaults to square root of the 97.5 distribution with
     p degrees of freedom. Points beyond these lines can  be considered
     outliers.

_R_e_f_e_r_e_n_c_e_s:

     P. J. Rousseeuw and van Zomeren, B. C. (1990). Unmasking
     Multivariate Outliers and Leverage Points. _Journal of the
     American Statistical Association_ *85*, 633-639.

     P. J. Rousseeuw and K. van Driessen (1999)  A fast algorithm for
     the minimum covariance determinant estimator.  _Technometrics_
     *41*, 212-223.

_S_e_e _A_l_s_o:

     'tolellipse'

_E_x_a_m_p_l_e_s:

     data(brain)
     mcd <- covMcd(log(brain))
     plot(mcd)

