Michael Friendly wrote
> On 11/14/2013 9:35 AM, yuanzhi wrote:
>> Hi, Carl Witthoft
>>
>> yes, it looks like a mathematical question. I will try based on your
>> suggestion to calculate the volume of the intersection. But I still want
>> to
>> know whether there are some functions in R which can ca
On Nov 15, 2013, at 8:16 AM, Michael Friendly wrote:
On 11/14/2013 9:35 AM, yuanzhi wrote:
Hi, Carl Witthoft
yes, it looks like a mathematical question. I will try based on your
suggestion to calculate the volume of the intersection. But I still
want to
know whether there are some functions
On 11/14/2013 9:35 AM, yuanzhi wrote:
Hi, Carl Witthoft
yes, it looks like a mathematical question. I will try based on your
suggestion to calculate the volume of the intersection. But I still want to
know whether there are some functions in R which can calculate the volume of
an ellipsoid(area
Carl Witthoft wrote
> Well, given that an upvoted question on math.stackexchange got no answers,
> I'd say you're asking a very difficult question. Perhaps this paper
> http://www.geometrictools.com/Documentation/IntersectionOfEllipsoids.pdf
>
> will be of some help. It's possible that you c
Hi, Carl Witthoft
yes, it looks like a mathematical question. I will try based on your
suggestion to calculate the volume of the intersection. But I still want to
know whether there are some functions in R which can calculate the volume of
an ellipsoid(area for p=2, hypervolume for p>3) containing
Well, given that an upvoted question on math.stackexchange got no answers,
I'd say you're asking a very difficult question. Perhaps this paper
http://www.geometrictools.com/Documentation/IntersectionOfEllipsoids.pdf
will be of some help. It's possible that you could do:
1) find the ellipse o
Hi, everyone!
I have a matrix X(n*p) which is n samples from a p-dimensional normal
distribution. Now I want to make the ellipsoid containing (1-α)% of
the probability in the distribution based on Mahalanobis distance:
μ:(x-μ)'Σ^(-1)(x-μ)≤χ2p(α)
where x and Σ is the mean and variance-covar
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