predict.ellipsoid.Rd
Compute points on the ellipsoid boundary, mostly for drawing.
predict.ellipsoid(object, n.out=201, ...) # S3 method for ellipsoid predict(object, n.out=201, ...) ellipsoidPoints(A, d2, loc, n.half = 201)
object | an object of class |
---|---|
n.out, n.half | half the number of points to create. |
A, d2, loc | arguments of the auxilary |
... | passed to and from methods. |
Note ellipsoidPoints
is the workhorse function of
predict.ellipsoid
a standalone function and method for
ellipsoid
objects, see ellipsoidhull
.
The class of object
is not checked; it must solely have valid
components loc
(length \(p\)), the \(p \times p\)
matrix cov
(corresponding to A
) and d2
for the
center, the shape (“covariance”) matrix and the squared average
radius (or distance) or qchisq(*, p)
quantile.
Unfortunately, this is only implemented for \(p = 2\), currently; contributions for \(p \ge 3\) are very welcome.
a numeric matrix of dimension 2*n.out
times \(p\).
## see also example(ellipsoidhull) ## Robust vs. L.S. covariance matrix set.seed(143) x <- rt(200, df=3) y <- 3*x + rt(200, df=2) plot(x,y, main="non-normal data (N=200)")mtext("with classical and robust cov.matrix ellipsoids")X <- cbind(x,y) C.ls <- cov(X) ; m.ls <- colMeans(X) d2.99 <- qchisq(0.99, df = 2) lines(ellipsoidPoints(C.ls, d2.99, loc=m.ls), col="green")if(require(MASS)) { Cxy <- cov.rob(cbind(x,y)) lines(ellipsoidPoints(Cxy$cov, d2 = d2.99, loc=Cxy$center), col="red") }# MASS#>