The code for the mvtsplot function can be found in the mvtsplot package available from CRAN. You can install the package by calling in R:


The package is licensed under the GNU General Public License version 2, or any later version. There is a git repository hosting the latest version of the code. If you would like to make changes, please feel free to clone the repository and send me your patches.

There is also a short article published in the Journal of Statistical Software that describes the function and provides some examples of its usage. The examples below are taken from the article; code for reproducing the examples is available on the Journal's website.