The `plot`

method is a generic method for plotting objects
of class, `"cvCovEst"`

. The method is designed as a tool for diagnostic
and exploratory analysis purposes when selecting a covariance matrix
estimator using `cvCovEst`

.

- x
An object of class,

`"cvCovEst"`

. Specifically, this is the standard output of the function`cvCovEst`

.- dat_orig
The

`numeric data.frame`

,`matrix`

, or similar object originally passed to`cvCovEst`

.- estimator
A

`character`

vector specifying one or more classes of estimators to compare. If`NULL`

, the class of estimator associated with optimal`cvCovEst`

selection is used.- plot_type
A

`character`

vector specifying one of four choices of diagnostic plots. Default is`"summary"`

. See Details for more about each plotting choice.- stat
A

`character`

vector of one or more summary statistics to use when comparing estimators. Default is`"min"`

for minimum cross-validated risk. See Details for more options.- k
A

`integer`

indicating the number of leading/trailing eigenvalues to plot. If`NULL`

, will default to the number of columns in`dat_orig`

.- leading
A

`logical`

indicating if the leading eigenvalues should be used. Default is`TRUE`

. If`FALSE`

, the trailing eigenvalues are used instead.- abs_v
A

`logical`

determining if the absolute value of the matrix entries should be used for plotting the matrix heat map. Default is`TRUE`

.- switch_vars
A

`logical`

. If`TRUE`

, the hyperparameters used for the x-axis and factor variables are switched in the plot of the cross-validated risk. Only applies to estimators with more than one hyperparameter. Default is`FALSE`

.- min_max
A

`logical`

. If`TRUE`

, only the minimum and maximum values of the factor hyperparameter will be used. Only applies to estimators with more than one hyperparameter. Default is`FALSE`

.- ...
Additional arguments passed to the plot method. These are not explicitly used and should be ignored by the user.

A plot object

This plot method is designed to aide users in understanding the
estimation procedure carried out in `cvCovEst()`

. There are
currently four different values for `plot_type`

that can be called:

`"eigen"`

- Plots the eigenvalues associated with the specified`estimator`

and`stat`

arguments in decreasing order.`"risk"`

- Plots the cross-validated risk of the specified`estimator`

as a function of the hyperparameter values passed to`cvCovEst()`

. This type of plot is only compatible with estimators which take hyperparameters as arguments.`"heatmap"`

- Plots a covariance heat map associated with the specified`estimator`

and`stat`

arguments. Multiple estimators and performance stats may be specified to produce grids of heat maps.`"summary"`

- Specifying this plot type will run all of the above plots for the best performing estimator selected by`cvCovEst()`

. These plots are then combined into a single panel along with a table containing the best performing estimator within each class. If the optimal estimator selected by`cvCovEst()`

does not have hyperparameters, then the risk plot is replaced with a table displaying the minimum, first quartile, median, third quartile, and maximum of the cross-validated risk associated with each class of estimator.

The `stat`

argument accepts five values. They each correspond to a
summary statistic of the cross-validated risk distribution within a class
of estimator. Possible values are:

`"min"`

- minimum`"Q1"`

- first quartile`"median"`

- median`"Q3"`

- third quartile`"max"`

- maximum