A bagplot is a bivariate generalisation of a boxplot and gives insight in the distribution of data points in both axes.
Bagplots are implemented in R in the aplpack package and the lvplot package (and related paper by Wickham and Hofmann, code).
Here is the main source about bagplots: The Bagplot: A Bivariate Boxplot by Peter J. Rousseeuw, Ida Ruts & John W. Tukey from The American Statistician: http://venus.unive.it/romanaz/ada2/bagplot.pdf
From the abstract of that article:
The “depth median” is the deepest location, and it is surrounded by a “bag” containing the n/2 observations with largest depth. Magnifying the bag by a factor 3 yields the “fence” (which is not plotted). Observations between the bag and the fence are marked by a light gray loop, whereas observations outside the fence are flagged as outliers. The bagplot visualizes the location, spread, correlation, skewness, and tails of the data.
From the help docs of the aplpack package (for R users):
A bagplot is a bivariate generalization of the well known boxplot. It has been proposed by Rousseeuw, Ruts, and Tukey. In the bivariate case the box of the boxplot changes to a convex hull, the bag of bagplot. In the bag are 50 percent of all points. The fence separates points in the fence from points outside. It is computed by increasing the the bag. The loop is defined as the convex polygon containing all points inside the fence. If all points are on a straight line you get a classical boxplot. bagplot() plots bagplots that are very similar to the one described in Rousseeuw et al. Remarks: The two dimensional median is approximated. There are known difficulties with small data sets (But I think it is not wise to make a (graphical) summary of e.g. 10 points.)
Additional discussion can be found in the following:
https://fenix.tecnico.ulisboa.pt/downloadFile/395137801290/paper.pdf http://www.thl.fi/publications/morgam/theses/kontto_2007.pdf http://www.sciencedirect.com/science/article/pii/S1470160X14004695 http://search.r-project.org/library/aplpack/doc/bagplot.pdf ftp://ftp.univates.br/ensino/Softwares/R%20matem%C3%A1tica/R/R-2.14.2/library/aplpack/pdf/bagplot.pdf http://eprints.maynoothuniversity.ie/6085/1/State%20of%20the%20Art%20in%20Patterns%20for%20Point%20Cluster%20Analysis_EtienneDevogeleMcArdleICCSA2014.pdf https://en.wikipedia.org/wiki/Bagplot https://books.google.com.au/books?id=66gQCi5JOKYC&pg=PA59&redir_esc=y#v=onepage&q&f=false https://wis.kuleuven.be/stat/robust/papers/1999/struyfrousseeuw-depthcharacterizesdistribution-jmv.pdf
