On 28/09/11 04:53, Antoine wrote:
Dear list members,
This might be a silly question but I just can't figure it out. I am using
the "ellipse" package on covariance matrices. I would simply like to plot my
ellipses WITH its two axis ploted as well. These axis represents the 2 eigen
vectors of my matrix and it is important that I can graphically show them.
Is there an easy way to do so?
Pretty easy.
* Calculate your eigenvalues and vectors using eigen().
* Rescale the vectors by multiplying them by the square
root of the corresponding eigenvalues, and by the constant
corresponding to the confidence level --- e.g. sqrt(qchisq(0.95,2))
for the usual 95% confidence level.
* Add these vectors to the ellipse plot, using segments().
E.g. if your rescaled eigenvectors are v1 and v2, just do:
segments(-v1[1],-v1[2],v1[1],v1[2])
and
segments(-v2[1],-v2[2],v2[1],v2[2])
cheers,
Rolf Turner
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
