
Confidence ellipse of an Eigenvector of the orientation tensor
Source:R/confidence.R
bingham_ellipse.RdConfidence ellipse of an Eigenvector of the orientation tensor
Arguments
- lambda
numeric. Eigenvalues of the orientation tensor, descending. See
ot_eigen()for details- nu
Corresponding Eigenvectors. Object of class
Spherical. Seeot_eigen()for details- cross_moments
3x3 matrix (see
axial_cross_moments())- n
integer. Sample size
- level
numeric. Confidence level (\(1-\alpha\)). Default is
0.95- which
integer. Index of the Eigenvector of the ellipse is centered on. One of
1(the default),2or3.
Details
Large-sample (central limit theorem) approximation: the angle of the sample eigenvector \(\nu_i\) toward \(\nu_j\) is approximately normal with variance \(m_{ij} / (n (\lambda_i - \lambda_j)^2)\), with \(m_{ij} = \text{mean}((x \cdot \nu_i)^2 (x \cdot \nu_j)^2)\). The semi-angles of the region are $$\arcsin(\sqrt(\chi^2_2(\text{level}) \times m_{ij} / (n (\lambda_i - \lambda_j)^2)))$$, 90° for equal eigenvalues.
The moments make it valid for any distribution of axes; for rotationally symmetric data it is the cone of FLE eq. 6.11-6.13. Under the Bingham model \(m_{ij} / (\lambda_i - \lambda_j)^2\) tends to \(1 / (2 \Delta_{ij})\), the semi-axes \( \sqrt{\big(\chi^2_2(\text{level}) / (2 n \Delta_{ij})\big)}\) of Bingham (1974, eq. 7.24).
See also
Other confidence:
bingham_confidence(),
confidence_ellipse(),
fisher_confidence(),
stereo_confidence()
Examples
x <- example_planes
t <- ot_eigen(x)
m <- axial_cross_moments(x, ot_eigen(x)$vectors)
r4 <- bingham_ellipse(lambda = t$values, nu = t$vectors, cross_moments = m, n = nrow(x), which = 1)
print(r4)
#> $mu
#> Vector (Vec3) object (n = 1):
#> x y z
#> -0.9257945 0.1785999 0.3331765
#>
#> $level
#> [1] 0.95
#>
#> $axes
#> Vector (Vec3) object (n = 2):
#> x y z
#> [1,] 0.2407711 -0.4008846 0.8839235
#> [2,] 0.2914340 0.8985508 0.3281351
#>
#> $gamma
#> [1] 9.028139 3.794581
#>
stereoplot()
points(x, col = "grey", pch = 16)
stereo_confidence(bingham_confidence(r4), col = "red")