assert if observation is inside elipsoid

Source: R/bands.R

See https://stats.stackexchange.com/questions/29860/confidence-interval-of-multivariate-gaussian-distribution for details.

check_inside_elipsoid(data, Sigma, center, bound, suppress_warning = FALSE)

Arguments

data

data.frame or matrix of data (row is observation), ncol = p, scalar columns
Sigma

covariance matrix (p x p)
center

center of elipsoid (vector length p)
bound

contraint for equation of ellipsoid
suppress_warning

logic to suppress warning if just returning all FALSE relative to non PSD Sigma or bound <= 0.

Value

boolean vector if data is contained in ellipsoid. All FALSE if Sigma not PSD