create a function assert if observations are inside elipsoid

Source: R/bands.R

create a function assert if observations are inside elipsoid

check_inside_elipsoid_func(Sigma, center, bound, suppress_warning = FALSE)

Arguments

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

check_inside_elipsoid_function, that takes in data only