Function to perform isometric log-ratio transformation

Usage

ilr(x) invilr(x)

Arguments

x
A numeric vector. Naturally, the forward transformation is only sensible for vectors with all elements being greater than zero.

Description

This implementation is a special case of the class of isometric log-ratio transformations.

Value

The result of the forward or backward transformation. The returned components always sum to 1 for the case of the inverse log-ratio transformation.

References

Peter Filzmoser, Karel Hron (2008) Outlier Detection for Compositional Data Using Robust Methods. Math Geosci 40 233-248

Examples

# Order matters ilr(c(0.1, 1, 10))
[1] -1.628174 -2.820079
ilr(c(10, 1, 0.1))
[1] 1.628174 2.820079
# Equal entries give ilr transformations with zeros as elements ilr(c(3, 3, 3))
[1] 0 0
# Almost equal entries give small numbers ilr(c(0.3, 0.4, 0.3))
[1] -0.2034219 0.1174457
# Only the ratio between the numbers counts, not their sum invilr(ilr(c(0.7, 0.29, 0.01)))
[1] 0.70 0.29 0.01
invilr(ilr(2.1 * c(0.7, 0.29, 0.01)))
[1] 0.70 0.29 0.01
# Inverse transformation of larger numbers gives unequal elements invilr(-10)
[1] 7.213536e-07 9.999993e-01
invilr(c(-10, 0))
[1] 7.207415e-07 9.991507e-01 8.486044e-04
# The sum of the elements of the inverse ilr is 1 sum(invilr(c(-10, 0)))
[1] 1
# This is why we do not need all elements of the inverse transformation to go back: a <- c(0.1, 0.3, 0.5) b <- invilr(a) length(b) # Four elements
[1] 4
ilr(c(b[1:3], 1 - sum(b[1:3]))) # Gives c(0.1, 0.3, 0.5)
[1] 0.1 0.3 0.5

See also

Another implementation can be found in R package robCompositions.

Author

René Lehmann and Johannes Ranke