Visualizing Distributions of Covariance Matrices
نویسندگان
چکیده
We present some methods for graphing distributions of covariance matrices and demonstrate them on several models, including the Wishart, inverse-Wishart, and scaled inverse-Wishart families in different dimensions. Our visualizations follow the principle of decomposing a covariance matrix into scale parameters and correlations, pulling out marginal summaries where possible and using two and three-dimensional plots to reveal multivariate structure. Visualizing a distribution of covariance matrices is a step beyond visualizing a single covariance matrix or a single multivariate dataset. Our visualization methods are available through the R package VisCov.
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تاریخ انتشار 2011