
predict.ellipsoid(object, n.out=201, ...)
## S3 method for class 'ellipsoid':
predict(object, n.out=201, \dots)
ellipsoidPoints(A, d2, loc, n.half = 201)
ellipsoid
, typically from
ellipsoidhull()
; alternatively any list-like object
with proper components, see details below.ellipsoidPoints
,
see below.2*n.out
times $p$.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.
ellipsoidhull
, volume.ellipsoid
.## 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
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