R: Make an ellipse

ellipse {ellipse} | R Documentation

## Make an ellipse

### Description

A generic function returning an ellipse or other outline of a confidence region for two parameters.

### Usage

    ellipse(x, ...)
    ## Default S3 method:
    ellipse(x, scale = c(1, 1), centre = c(0, 0), level = 0.95,
        t = sqrt(qchisq(level, 2)), which = c(1, 2), npoints = 100, ...)

### Arguments

`x` | An object. In the default method the parameter `x` should be a correlation between -1 and 1 or a square positive definite matrix at least 2x2 in size. It will be treated as the correlation or covariance of a multivariate normal distribution.
`...` | Descendant methods may require additional parameters.
`scale` | If `x` is a correlation matrix, then the standard deviations of each parameter can be given in the scale parameter. This defaults to `c(1, 1)`, so no rescaling will be done.
`centre` | The centre of the ellipse will be at this position.
`level` | The confidence level of a pairwise confidence region. The default is 0.95, for a 95% region. This is used to control the size of the ellipse being plotted. A vector of levels may be used.
`t` | The size of the ellipse may also be controlled by specifying the value of a t-statistic on its boundary. This defaults to the appropriate value for the confidence region.
`which` | This parameter selects which pair of variables from the matrix will be plotted. The default is the first 2.
`npoints` | The number of points used in the ellipse. Default is 100.

### Details

The default method uses the `(cos(theta + d/2), cos(theta - d/2))` parametrization of an ellipse, where `cos(d)` is the correlation of the parameters.

### Value

An `npoints` x `2` matrix is returned with columns named according to the row names of the matrix `x` (default `'x'` and `'y'`), suitable for plotting.

### References

Murdoch, D.J. and Chow, E.D. (1996). A graphical display of large correlation matrices. The American Statistician 50, 178-180.

### See Also

`ellipse.lm`, `ellipse.nls`, `ellipse.profile`, `ellipse.profile.nls`, `ellipse.arima0`, `plotcorr`

### Examples

    # Plot an ellipse corresponding to a 95% probability region for a
    # bivariate normal distribution with mean 0, unit variances and
    # correlation 0.8.
    plot(ellipse(0.8), type = 'l')

[Package ellipse version 0.3-8 Index]