Covariance plot (https://stats.stackexchange.com/questions/18058/how-would-you-explain-covariance-to-someone-who-understands-only-the-mean)

rectangle.R

library(mvtnorm)
library(dplyr)
library(ggplot2)

combrect <- function(X){
  B <- combn(nrow(X),2)
  #shuffle <- sample.int(nrow(B))
  apply(B, 2, function(i){
    data.frame(x = X[i[1],1], xmax = X[i[2],1],
               y = X[i[1],2], ymax = X[i[2],2])}) 
}

Sig2 <- matrix(c(1,-0.5,-0.5,1),2,2)
X2 <- rmvnorm(8, sigma = Sig2)
#X2 <- X2[sample.int(8),]
datc <- bind_rows(combrect(X2)) %>% 
  mutate(color = if_else((xmax-x)*(ymax-y)>0, "positive", "negative"))

ggplot(datc)+
  geom_rect(aes(xmin=x, xmax=xmax, ymin=y, ymax=ymax, fill=color))+
  geom_point(data = as.data.frame(X2), aes(x=V1, y=V2))+
  scale_fill_manual(values = c(rgb(0,1,1,0.1), rgb(1,1,0,0.1)))+
  theme_bw(14)

ggsave("./Desktop/rectplot.png")