Estimation of the probability left outside the simplex when using the alpha-transformation
Estimation of the probability left outside the simplex when using the alpha-transformationn.
probout(mu, su, a)
mu |
The mean vector. |
su |
The covariance matrix. |
a |
The value of α. |
When applying the α-transformation based on a multivariate normal there might be probability left outside the simplex as the space of this transformation is a subspace of the Euclidean space. The function estimates the missing probability via Monte Carlo simulation using 40 million generated vectors.
The estimated probability left outside the simplex.
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
Tsagris M.T., Preston S. and Wood A.T.A. (2011). A data-based power transformation for compositional data. In Proceedings of the 4th Compositional Data Analysis Workshop, Girona, Spain. https://arxiv.org/pdf/1106.1451.pdf
Tsagris Michail and Stewart Connie (2020). A folded model for compositional data analysis. Australian and New Zealand Journal of Statistics, 62(2): 249-277. https://arxiv.org/pdf/1802.07330.pdf
## Not run: s <- c(0.1490676523, -0.4580818209, 0.0020395316, -0.0047446076, -0.4580818209, 1.5227259250, 0.0002596411, 0.0074836251, 0.0020395316, 0.0002596411, 0.0365384838, -0.0471448849, -0.0047446076, 0.0074836251, -0.0471448849, 0.0611442781) s <- matrix(s, ncol = 4) m <- c(1.715, 0.914, 0.115, 0.167) probout(m, s, 0.5) ## End(Not run)
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.