[R] How to create density ellipses with R

[Chris Evans]

This spurred me on to clarify my own understanding of these ellipses (and of
ellipsoid hulls) and led to:

https://www.psyctc.org/Rblog/posts/2022-01-15-data-ellipses-and-confidence-ellipses/

And I am, decidedly nervously, putting it here in case it's useful to you Paul or
to anyone else.  I think I have the basic ideas correct but of course, if any proper
statisticians have corrections, I would love to receive them, off list probably 
unless the errors are terrible.  I am entirely self-taught as a statistician, much
of what I've learned has come from probably over 10, perhaps nearer 20 years on this
list.  Thanks to all for all the work to maintain the list and contribute to it.

Chris

----- Original Message -----
> From: "John Fox" <jfox using mcmaster.ca>
> To: "Paul Bernal" <paulbernal07 using gmail.com>
> Cc: "R" <r-help using r-project.org>
> Sent: Friday, 14 January, 2022 18:53:55
> Subject: Re: [R] How to create density ellipses with R

> Dear Paul,
> 
> On 2022-01-14 1:17 p.m., Paul Bernal wrote:
>> Dear John and R community friends,
>> 
>> To be a little bit more specific, what I need to accomplish is the
>> creation of a confidence interval ellipse over a scatterplot at
>> different percentiles. The confidence interval ellipses should be drawn
>> over the scatterplot.
> 
> I'm not sure what you mean. Confidence ellipses are for regression
> coefficients and so are on the scale of the coefficients; data
> (concentration) ellipses are for and on the scale of the explanatory
> variables. As it turns out, for a linear model, the former is the
> rescaled 90 degree rotation of the latter.
> 
> Because the scatterplot of the (two) variables has the variables on the
> axes, a data ellipse but not a confidence ellipse makes sense (i.e., is
> in the proper units). Data ellipses are drawn by car::dataEllipse() and
> (as explained by Martin Maechler) cluster::ellipsoidPoints(); confidence
> ellipses are drawn by car::confidenceEllipse() and the various methods
> of ellipse::ellipse().
> 
> I hope this helps,
>  John
> 
>> 
>> Any other guidance will be greatly appreciated.
>> 
>> Cheers,
>> 
>> Paul
>> 
>> El vie, 14 ene 2022 a las 11:27, John Fox (<jfox using mcmaster.ca
>> <mailto:jfox using mcmaster.ca>>) escribió:
>> 
>>     Dear Paul,
>> 
>>     As I understand it, the ellipse package is meant for drawing confidence
>>     ellipses, not density (i.e., data) ellipses. You should be able to use
>>     ellipse::ellipse() to draw a bivariate-normal density ellipse (assuming
>>     that's what you want), but you'll have to do some computation first.
>> 
>>     You might find the dataEllipse() function in the car package more
>>     convenient (again assuming that you want bivariate-normal density
>>     contours).
>> 
>>     I hope this helps,
>>        John
>> 
>>     --
>>     John Fox, Professor Emeritus
>>     McMaster University
>>     Hamilton, Ontario, Canada
>>     web: https://socialsciences.mcmaster.ca/jfox/
>>     <https://socialsciences.mcmaster.ca/jfox/>
>> 
>>     On 2022-01-14 10:12 a.m., Paul Bernal wrote:
>>      > Dear R friends,
>>      >
>>      > Happy new year to you all. Not quite sure if this is the proper
>>     place to
>>      > ask about this, so I apologize if it is not, and if it isn´t,
>>     maybe you can
>>      > point me to the right place.
>>      >
>>      > I would like to know if there is any R package that allows me to
>>     produce
>>      > density ellipses. Searching through the net, I came across a
>>     package called
>>      > ellipse, but I'm not sure if this is the one I should use.
>>      >
>>      > Any help and/or guidance will be greatly appreciated.
>>      >
>>      > Best regards,
>>      >
>>      > Paul
>>      >
>>      >       [[alternative HTML version deleted]]
>>      >
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>>
> 
> ______________________________________________
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-- 
Chris Evans (he/him) <chris using psyctc.org> 
Visiting Professor, UDLA, Quito, Ecuador & Honorary Professor, University of Roehampton, London, UK.
Work web site: https://www.psyctc.org/psyctc/ 
CORE site:     https://www.coresystemtrust.org.uk/
Personal site: https://www.psyctc.org/pelerinage2016/
OMbook:        https://ombook.psyctc.org/book/