CorCompare {StatDA}R Documentation

Compares Correlation Matrices

Description

This function compares two correlation matrices numerically and graphically.

Usage

CorCompare(cor1, cor2, labels1, labels2, method1, method2, ndigits = 4,
lty1 = 1, lty2 = 2, col1 = 1, col2 = 2, lwd1 = 1.1, lwd2 = 1.1,
cex.label = 1.1, cex.legend = 1.2, lwd.legend = 1.2, cex.cor = 1, ...)

Arguments

cor1,cor2 two correlation matrices based on different estimation methods
labels1, labels2 labels for the two estimation methods
method1, method2 description of the estimation methods
ndigits number of digits to be used for plotting the numbers
lty1, lty2, col1,col2, lwd1, lwd2, cex.label, cex.cor other graphics parameters
cex.legend, lwd.legend graphical parameters for the legend
... further graphical parameters for the ellipses

Details

The ellipses are plotted with the function do.ellipses. Therefore the radius is calculated with singular value decomposition.

Author(s)

Peter Filzmoser <P.Filzmoser@tuwien.ac.at> http://www.statistik.tuwien.ac.at/public/filz/

References

C. Reimann, P. Filzmoser, R.G. Garrett, and R. Dutter: Statistical Data Analysis Explained. Applied Environmental Statistics with R. John Wiley and Sons, Chichester, 2008.

Examples

data(chorizon)
x=chorizon[,c("Ca","Cu","Mg","Na","P","Sr","Zn")]
par(mfrow=c(1,1),mar=c(4,4,2,0))
R=covMcd(log10(x),cor=TRUE)$cor
P=cor(log10(x))

CorCompare(R,P,labels1=dimnames(x)[[2]],labels2=dimnames(x)[[2]],
method1="Robust",method2="Pearson",ndigits=2, cex.label=1.2)


[Package StatDA version 1.1 Index]