Im following this example, up to a point where the guy visualises the PCA using biplot function. Just before that he uses ggplot to plot PCA results (PC1 x PC2) and adds, for each category, probability ellipses to it.
Imagine some new data arrives, we calculate PCA results and want to tell whether it falls within the probability ellipse drawn before. Is it possible to do it in R ?
Im so deep into this just need someone elses opinion on whats the best way to do this. The scenario is quite simple : we add new data to iris dataset and I would like to know wehther the new data points are outliers, i.e. fall out of the ellipse generated by the initial/base dataset.
I guess I could get the new result set points (x;y), get the formula of the ellipse and with some help of math magic check whether the new points fall inside (or on) the ellipse.