Visualization of Covariance Matrix

Plot of covariance (or correlation) matrix as a function of lag or time. The covariance structure is vectorized internally and lag or time distances are computed and can be used for visualization.

g_covariance(
  vcov_matrix,
  time_prefix = NULL,
  x_var = c("lag", "time_diff"),
  xlab = NULL,
  ylab = ""
)

Arguments

vcov_matrix

(matrix)
symmetric covariance matrix with identical row and column names.

time_prefix

(string)
string in the names of vcov_matrix that precedes the time point value.

x_var

(string)
can be lag or time_diff for lag or time difference, respectively.

xlab

(string or NULL)
x-axis label, if NULL then automatically determined from x_var.

ylab

(string)
y-axis label.

Value

The ggplot object.

Details

The default time_prefix value is NULL, which assumes that the names of the input matrix don't have any character string other than time point value. If a time_prefix is specified, this string should appear in front of all the names in vcov_matrix.

Examples

vcov_matrix <- matrix(
  c(49, 12, 12, 23),
  nrow = 2, ncol = 2,
  dimnames = list(
    c(1, 2),
    c(1, 2)
  )
)
g_covariance(vcov_matrix, x_var = "time_diff")