R/computeEllipses.R

In bryanhanson/ChemoSpecUtils: Functions Supporting Packages ChemoSpec and ChemoSpec2D

#'
#' Compute Confidence Ellipses
#'
#' *Internal function*. A utility function which when given a \code{x,y} data set computes both classical
#' and robust confidence ellipses.
#'
#' @param x As per \code{\link[mvoutlier]{corr.plot}}.
#'
#' @param quan As per \code{\link[mvoutlier]{corr.plot}}.
#'
#' @param alpha As per \code{\link[mvoutlier]{corr.plot}}.
#'
#' @return A list with the following elements (a simpler version of that in the
#' original function \code{\link[mvoutlier]{corr.plot}}): \item{x.cls}{The x
#' values for the classical ellipse.} \item{y.cls}{The y values for the
#' classical ellipse.} \item{c}{The correlation value for the classical
#' ellipse.} \item{x.rob}{The x values for the robust ellipse.}
#' \item{y.rob}{The y values for the robust ellipse.} \item{r}{The correlation
#' value for the robust ellipse.}
#'
#' @author `r .writeDoc_Authors("BH")`
#'
#' @seealso See function \code{\link[mvoutlier]{corr.plot}} in package
#' \pkg{mvoutlier} on which this function is based.
#'
#' @keywords internal
#' @export
#' @importFrom stats cov cor qchisq
#'
.computeEllipses <- function(x, quan = 1 / 2, alpha = 0.025) {
  if (!requireNamespace("robustbase", quietly = TRUE)) {
    stop("You need to install package robustbase to use this function")
  }

  x <- as.matrix(x)
  covr <- robustbase::covMcd(x, cor = TRUE, alpha = quan)
  cov.svd <- svd(cov(x), nv = 0)
  covr.svd <- svd(covr$cov, nv = 0)
  r <- cov.svd[["u"]] %*% diag(sqrt(cov.svd[["d"]]))
  rr <- covr.svd[["u"]] %*% diag(sqrt(covr.svd[["d"]]))
  e <- cbind(cos(c(0:100) / 100 * 2 * pi) * sqrt(qchisq(
    1 - alpha,
    2
  )), sin(c(0:100) / 100 * 2 * pi) * sqrt(qchisq(
    1 - alpha,
    2
  )))
  tt <- t(r %*% t(e)) + rep(1, 101) %o% apply(x, 2, mean)
  ttr <- t(rr %*% t(e)) + rep(1, 101) %o% covr$center

  ellipse <- list()
  ellipse$x.cls <- tt[, 1]
  ellipse$y.cls <- tt[, 2]
  ellipse$c <- round(cor(x)[1, 2], 2)
  ellipse$x.rob <- ttr[, 1]
  ellipse$y.rob <- ttr[, 2]
  ellipse$r <- round(covr$cor[1, 2], 2)
  ellipse
}