"He came down to lunch in plus fours." - what did this mean?

Just watched this movie for the second time, and really like it. But a question on something I didn't really get. About 45 minutes in, there is a scene with the Kaiser seated and (after learning about Himmler's coming visit), he says:

"One can only hope that he has better manners than that oaf Goering....He came here, a few year back, fat Goering. You never knew if he was a boy or a girl. And he came down to lunch in plus fours. Plus fours! My old regiment would have set the dogs on him."

Does this just mean he wore sloppy clothes to lunch that the Kaiser considered inappropriate, or is "plus fours" something specific?