The gellipsoid package extends the class of geometric ellipsoids to βgeneralized ellipsoidsβ, which allow degenerate ellipsoids that are flat and/or unbounded. Thus, ellipsoids can be naturally defined to include lines, hyperplanes, points, cylinders, etc. The methods can be used to represent generalized ellipsoids in a -dimensional space , with plots in up to 3D.
The goal is to be able to think about, visualize, and compute a linear transformation of an ellipsoid with central matrix or its inverse which apply equally to unbounded and/or degenerate ellipsoids. This permits exploration of a variety to statistical issues that can be visualized using ellipsoids as discussed by Friendly, Fox & Monette (2013), Elliptical Insights: Understanding Statistical Methods Through Elliptical Geometry doi:10.1214/12-STS402.
The implementation uses a representation, based on the singular value decomposition (SVD) of an ellipsoid-generating matrix, , where is square orthogonal and is diagonal.
For the usual, βproperβ ellipsoids, is positive-definite so all elements of are positive. In generalized ellipsoids, is extended to non-negative real numbers, i.e.Β its elements can be 0, Inf or a positive real.
Definitions
A proper ellipsoid in can be defined by where is a non-negative definite central matrix, In applications, is typically a variance-covariance matrix A proper ellipsoid is bounded, with a non-empty interior. We call these fat ellipsoids.
A degenerate flat ellipsoid corresponds to one where the central matrix is singular or when there are one or more zero singular values in . In 3D, a generalized ellipsoid that is flat in one dimension () collapses to an ellipse; one that is flat in two dimensions () collapses to a line, and one that is flat in three dimensions collapses to a point.
An unbounded ellipsoid is one that has infinite extent in one or more directions, and is characterized by infinite singular values in . For example, in 3D, an unbounded ellipsoid with one infinite singular value is an infinite cylinder of elliptical cross-section.
Principal functions
-
gell()
Constructs a generalized ellipsoid using the representation. The inputs can be specified in a variety of ways:- a non-negative definite variance matrix;
- an inner-product matrix
- a subspace with a given span
- a matrix giving a linear transformation of the unit sphere
dual()
calculates the dual or inverse of a generalized ellipsoidgmult()
calculates a linear transformation of a generalized ellipsoidsignature()
calculates the signature of a generalized ellipsoid, a vector of length 3 giving the number of positive, zero and infinite singular values in the (U, D) representation.ell3d()
Plots generalized ellipsoids in 3D using thergl
package
Installation π¦
You can install the gellipsoid
package from CRAN as follows:
install.packages("gellipsoid")
Or, You can install the development version of gellipsoid from GitHub with:
# install.packages("remotes")
remotes::install_github("friendly/gellipsoid")
Example π
Properties of generalized ellipsoids
The following examples illustrate gell
objects and their properties. Each of these may be plotted in 3D using ell3d()
. These objects can be specified in a variety of ways, but for these examples the span is simplest.
A unit sphere in has a central matrix of the identity matrix.
library(gellipsoid)
(zsph <- gell(Sigma = diag(3))) # a unit sphere in R^3
#> $center
#> [1] 0 0 0
#>
#> $u
#> [,1] [,2] [,3]
#> [1,] 0 0 1
#> [2,] 0 1 0
#> [3,] 1 0 0
#>
#> $d
#> [1] 1 1 1
#>
#> attr(,"class")
#> [1] "gell"
signature(zsph)
#> pos zero inf
#> 3 0 0
isBounded(zsph)
#> [1] TRUE
isFlat(zsph)
#> [1] FALSE
A plane in is flat in one dimension.
(zplane <- gell(span = diag(3)[, 1:2])) # a plane
#> $center
#> [1] 0 0 0
#>
#> $u
#> [,1] [,2] [,3]
#> [1,] 1 0 0
#> [2,] 0 1 0
#> [3,] 0 0 1
#>
#> $d
#> [1] Inf Inf 0
#>
#> attr(,"class")
#> [1] "gell"
signature(zplane)
#> pos zero inf
#> 0 1 2
isBounded(zplane)
#> [1] FALSE
isFlat(zplane)
#> [1] TRUE
dual(zplane) # line orthogonal to that plane
#> $center
#> [1] 0 0 0
#>
#> $u
#> [,1] [,2] [,3]
#> [1,] 0 0 1
#> [2,] 0 1 0
#> [3,] 1 0 0
#>
#> $d
#> [1] Inf 0 0
#>
#> attr(,"class")
#> [1] "gell"
signature(dual(zplane))
#> pos zero inf
#> 0 2 1
A hyperplane. Note that the gell
object with a center contains more information than the geometric plane.
(zhplane <- gell(center = c(0, 0, 2),
span = diag(3)[, 1:2])) # a hyperplane
#> $center
#> [1] 0 0 2
#>
#> $u
#> [,1] [,2] [,3]
#> [1,] 1 0 0
#> [2,] 0 1 0
#> [3,] 0 0 1
#>
#> $d
#> [1] Inf Inf 0
#>
#> attr(,"class")
#> [1] "gell"
signature(zhplane)
#> pos zero inf
#> 0 1 2
dual(zhplane) # orthogonal line through same center
#> $center
#> [1] 0 0 2
#>
#> $u
#> [,1] [,2] [,3]
#> [1,] 0 0 1
#> [2,] 0 1 0
#> [3,] 1 0 0
#>
#> $d
#> [1] Inf 0 0
#>
#> attr(,"class")
#> [1] "gell"
A point:
zorigin <- gell(span = cbind(c(0, 0, 0)))
signature(zorigin)
#> pos zero inf
#> 0 3 0
# what is the dual (inverse) of a point?
dual(zorigin)
#> $center
#> [1] 0 0 0
#>
#> $u
#> [,1] [,2] [,3]
#> [1,] 0 0 1
#> [2,] 0 1 0
#> [3,] 1 0 0
#>
#> $d
#> [1] Inf Inf Inf
#>
#> attr(,"class")
#> [1] "gell"
signature(dual(zorigin))
#> pos zero inf
#> 0 0 3
Drawing generalized ellipsoids
The following figure shows views of two generalized ellipsoids. (blue) determines a proper, fat ellipsoid; itβs inverse also generates a proper ellipsoid. (red) determines an improper, flat ellipsoid, whose inverse is an unbounded cylinder of elliptical cross-section. is the projection of onto the plane where . The scale of these ellipsoids is defined by the gray unit sphere.
This figure illustrates the orthogonality of each and its dual, .
References
Friendly, M., Monette, G. and Fox, J. (2013). Elliptical Insights: Understanding Statistical Methods through Elliptical Geometry. Statistical Science, 28(1), 1β39. Online paper; DOI
Friendly, M. (2013). Supplementary materials for βElliptical Insights β¦β, https://www.datavis.ca/papers/ellipses/