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>

### References

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

### 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 1.0 Index]