check_inside_elipsoid: assert if observation is inside elipsoid

In skgallagher/EpiCompare: A Pipeline to Analyze and Compare Infectious Disease Epidemics

Description

See https://stats.stackexchange.com/questions/29860/confidence-interval-of-multivariate-gaussian-distribution for details.

Usage

check_inside_elipsoid(data, Sigma, center, bound, suppress_warning = FALSE)

Arguments

data	data.frame or matrix of data (row is observation), ncol = p, scalar columns
Sigma	covariance matrix (p x p)
center	center of elipsoid (vector length p)
bound	contraint for equation of ellipsoid
suppress_warning	logic to suppress warning if just returning all FALSE relative to non PSD Sigma or bound <= 0.

Value

boolean vector if data is contained in ellipsoid. All FALSE if Sigma not PSD

skgallagher/EpiCompare documentation built on Sept. 14, 2021, 5:45 a.m.