Compositional Data Analysis with R

R from http://www.r-project.org/ is ‘GNU S’ – a language and environment for statistical computing and graphics. The environment in which many classical and modern statistical techniques have been implemented, but many are supplied as packages. There are 8 standard packages and many more are available through the cran family of Internet sites http://cran.r-project.org . We started to develop a library of functions in R to support the analysis of mixtures and our goal is a MixeR package for compositional data analysis that provides support for operations on compositions: perturbation and power multiplication, subcomposition with or without residuals, centering of the data, computing Aitchison’s, Euclidean, Bhattacharyya distances, compositional Kullback-Leibler divergence etc. graphical presentation of compositions in ternary diagrams and tetrahedrons with additional features: barycenter, geometric mean of the data set, the percentiles lines, marking and coloring of subsets of the data set, theirs geometric means, notation of individual data in the set . . . dealing with zeros and missing values in compositional data sets with R procedures for simple and multiplicative replacement strategy, the time series analysis of compositional data. We’ll present the current status of MixeR development and illustrate its use on selected data sets

New Features of CoDaPack. An Userfriendly Compositional Data Package

The statistical analysis of compositional data is commonly used in geological studies. As is well-known, compositions should be treated using logratios of parts, which are difficult to use correctly in standard statistical packages. In this paper we describe the new features of our freeware package, named CoDaPack, which implements most of the basic statistical methods suitable for compositional data. An example using real data is presented to illustrate the use of the package

Convex linear combination processes for compositions

Aitchison and Bacon-Shone (1999) considered convex linear combinations of compositions. In other words, they investigated compositions of compositions, where the mixing composition follows a logistic Normal distribution (or a perturbation process) and the compositions being mixed follow a logistic Normal distribution. In this paper, I investigate the extension to situations where the mixing composition varies with a number of dimensions. Examples would be where the mixing proportions vary with time or distance or a combination of the two. Practical situations include a river where the mixing proportions vary along the river, or across a lake and possibly with a time trend. This is illustrated with a dataset similar to that used in the Aitchison and Bacon-Shone paper, which looked at how pollution in a loch depended on the pollution in the three rivers that feed the loch. Here, I explicitly model the variation in the linear combination across the loch, assuming that the mean of the logistic Normal distribution depends on the river flows and relative distance from the source origins

Meaning of the λ parameter of skew–normal and log–skew normal distributions in fluid geochemistry

The literature related to skew–normal distributions has grown rapidly in recent years but at the moment few applications concern the description of natural phenomena with this type of probability models, as well as the interpretation of their parameters. The skew–normal distributions family represents an extension of the normal family to which a parameter (λ) has been added to regulate the skewness. The development of this theoretical field has followed the general tendency in Statistics towards more flexible methods to represent features of the data, as adequately as possible, and to reduce unrealistic assumptions as the normality that underlies most methods of univariate and multivariate analysis. In this paper an investigation on the shape of the frequency distribution of the logratio ln(Cl−/Na+) whose components are related to waters composition for 26 wells, has been performed. Samples have been collected around the active center of Vulcano island (Aeolian archipelago, southern Italy) from 1977 up to now at time intervals of about six months. Data of the logratio have been tentatively modeled by evaluating the performance of the skew–normal model for each well. Values of the λ parameter have been compared by considering temperature and spatial position of the sampling points. Preliminary results indicate that changes in λ values can be related to the nature of environmental processes affecting the data

The allometry of non-employment. What can compositional data analysis tell us about labour market performance across the UK's regions?

The low levels of unemployment recorded in the UK in recent years are widely cited as evidence of the country’s improved economic performance, and the apparent convergence of unemployment rates across the country’s regions used to suggest that the longstanding divide in living standards between the relatively prosperous ‘south’ and the more depressed ‘north’ has been substantially narrowed. Dissenters from these conclusions have drawn attention to the greatly increased extent of non-employment (around a quarter of the UK’s working age population are not in employment) and the marked regional dimension in its distribution across the country. Amongst these dissenters it is generally agreed that non-employment is concentrated amongst older males previously employed in the now very much smaller ‘heavy’ industries (e.g. coal, steel, shipbuilding). This paper uses the tools of compositiona l data analysis to provide a much richer picture of non-employment and one which challenges the conventional analysis wisdom about UK labour market performance as well as the dissenters view of the nature of the problem. It is shown that, associated with the striking ‘north/south’ divide in nonemployment rates, there is a statistically significant relationship between the size of the non-employment rate and the composition of non-employment. Specifically, it is shown that the share of unemployment in non-employment is negatively correlated with the overall non-employment rate: in regions where the non-employment rate is high the share of unemployment is relatively low. So the unemployment rate is not a very reliable indicator of regional disparities in labour market performance. Even more importantly from a policy viewpoint, a significant positive relationship is found between the size of the non-employment rate and the share of those not employed through reason of sickness or disability and it seems (contrary to the dissenters) that this connection is just as strong for women as it is for men

Thermodynamics and log–contrast analysis in fluid geochemistry

There are two principal chemical concepts that are important for studying the natural environment. The first one is thermodynamics, which describes whether a system is at equilibrium or can spontaneously change by chemical reactions. The second main concept is how fast chemical reactions (kinetics or rate of chemical change) take place whenever they start. In this work we examine a natural system in which both thermodynamics and kinetic factors are important in determining the abundance of NH+4 , NO−2 and NO−3 in superficial waters. Samples were collected in the Arno Basin (Tuscany, Italy), a system in which natural and antrophic effects both contribute to highly modify the chemical composition of water. Thermodynamical modelling based on the reduction-oxidation reactions involving the passage NH+4 -> NO−2 -> NO−3 in equilibrium conditions has allowed to determine the Eh redox potential values able to characterise the state of each sample and, consequently, of the fluid environment from which it was drawn. Just as pH expresses the concentration of H+ in solution, redox potential is used to express the tendency of an environment to receive or supply electrons. In this context, oxic environments, as those of river systems, are said to have a high redox potential because O2 is available as an electron acceptor. Principles of thermodynamics and chemical kinetics allow to obtain a model that often does not completely describe the reality of natural systems. Chemical reactions may indeed fail to achieve equilibrium because the products escape from the site of the rection or because reactions involving the trasformation are very slow, so that non-equilibrium conditions exist for long periods. Moreover, reaction rates can be sensitive to poorly understood catalytic effects or to surface effects, while variables as concentration (a large number of chemical species can coexist and interact concurrently), temperature and pressure can have large gradients in natural systems. By taking into account this, data of 91 water samples have been modelled by using statistical methodologies for compositional data. The application of log–contrast analysis has allowed to obtain statistical parameters to be correlated with the calculated Eh values. In this way, natural conditions in which chemical equilibrium is hypothesised, as well as underlying fast reactions, are compared with those described by a stochastic approach

Compositional ideas in the bayesian analysis of categorical data with application to dose finding clinical trials

Compositional random vectors are fundamental tools in the Bayesian analysis of categorical data. Many of the issues that are discussed with reference to the statistical analysis of compositional data have a natural counterpart in the construction of a Bayesian statistical model for categorical data. This note builds on the idea of cross-fertilization of the two areas recommended by Aitchison (1986) in his seminal book on compositional data. Particular emphasis is put on the problem of what parameterization to use

Compositional analysis of archaeological glasses

At CoDaWork'03 we presented work on the analysis of archaeological glass composi- tional data. Such data typically consist of geochemical compositions involving 10-12 variables and approximates completely compositional data if the main component, sil- ica, is included. We suggested that what has been termed `crude' principal component analysis (PCA) of standardized data often identi ed interpretable pattern in the data more readily than analyses based on log-ratio transformed data (LRA). The funda- mental problem is that, in LRA, minor oxides with high relative variation, that may not be structure carrying, can dominate an analysis and obscure pattern associated with variables present at higher absolute levels. We investigate this further using sub- compositional data relating to archaeological glasses found on Israeli sites. A simple model for glass-making is that it is based on a `recipe' consisting of two `ingredients', sand and a source of soda. Our analysis focuses on the sub-composition of components associated with the sand source. A `crude' PCA of standardized data shows two clear compositional groups that can be interpreted in terms of di erent recipes being used at di erent periods, re ected in absolute di erences in the composition. LRA analysis can be undertaken either by normalizing the data or de ning a `residual'. In either case, after some `tuning', these groups are recovered. The results from the normalized LRA are di erently interpreted as showing that the source of sand used to make the glass di ered. These results are complementary. One relates to the recipe used. The other relates to the composition (and presumed sources) of one of the ingredients. It seems to be axiomatic in some expositions of LRA that statistical analysis of compositional data should focus on relative variation via the use of ratios. Our analysis suggests that absolute di erences can also be informative

On the use of principal components in contemporany population genetics: a case study

In human Population Genetics, routine applications of principal component techniques are often required. Population biologists make widespread use of certain discrete classifications of human samples into haplotypes, the monophyletic units of phylogenetic trees constructed from several single nucleotide bimorphisms hierarchically ordered. Compositional frequencies of the haplotypes are recorded within the different samples. Principal component techniques are then required as a dimension-reducing strategy to bring the dimension of the problem to a manageable level, say two, to allow for graphical analysis. Population biologists at large are not aware of the special features of compositional data and normally make use of the crude covariance of compositional relative frequencies to construct principal components. In this short note we present our experience with using traditional linear principal components or compositional principal components based on logratios, with reference to a specific dataset

Interpretation of wind components as compositional variables

The classical statistical study of the wind speed in the atmospheric surface layer is made generally from the analysis of the three habitual components that perform the wind data, that is, the component W-E, the component S-N and the vertical component, considering these components independent. When the goal of the study of these data is the Aeolian energy, so is when wind is studied from an energetic point of view and the squares of wind components can be considered as compositional variables. To do so, each component has to be divided by the module of the corresponding vector. In this work the theoretical analysis of the components of the wind as compositional data is presented and also the conclusions that can be obtained from the point of view of the practical applications as well as those that can be derived from the application of this technique in different conditions of weather

The agreement between ipsative and normative questionnaires using compositional data analysis techniques

The main instrument used in psychological measurement is the self-report questionnaire. One of its major drawbacks however is its susceptibility to response biases. A known strategy to control these biases has been the use of so-called ipsative items. Ipsative items are items that require the respondent to make between-scale comparisons within each item. The selected option determines to which scale the weight of the answer is attributed. Consequently in questionnaires only consisting of ipsative items every respondent is allotted an equal amount, i.e. the total score, that each can distribute differently over the scales. Therefore this type of response format yields data that can be considered compositional from its inception. Methodological oriented psychologists have heavily criticized this type of item format, since the resulting data is also marked by the associated unfavourable statistical properties. Nevertheless, clinicians have kept using these questionnaires to their satisfaction. This investigation therefore aims to evaluate both positions and addresses the similarities and differences between the two data collection methods. The ultimate objective is to formulate a guideline when to use which type of item format. The comparison is based on data obtained with both an ipsative and normative version of three psychological questionnaires, which were administered to 502 first-year students in psychology according to a balanced within-subjects design. Previous research only compared the direct ipsative scale scores with the derived ipsative scale scores. The use of compositional data analysis techniques also enables one to compare derived normative score ratios with direct normative score ratios. The addition of the second comparison not only offers the advantage of a better-balanced research strategy. In principle it also allows for parametric testing in the evaluation

Grain size analyses in tin-lead glazes based on 2d-sections

A problem in the archaeometric classification of Catalan Renaissance pottery is the fact, that the clay supply of the pottery workshops was centrally organized by guilds, and therefore usually all potters of a single production centre produced chemically similar ceramics. However, analysing the glazes of the ware usually a large number of inclusions in the glaze is found, which reveal technological differences between single workshops. These inclusions have been used by the potters in order to opacify the transparent glaze and to achieve a white background for further decoration. In order to distinguish different technological preparation procedures of the single workshops, at a Scanning Electron Microscope the chemical composition of those inclusions as well as their size in the two-dimensional cut is recorded. Based on the latter, a frequency distribution of the apparent diameters is estimated for each sample and type of inclusion. Following an approach by S.D. Wicksell (1925), it is principally possible to transform the distributions of the apparent 2D-diameters back to those of the true three-dimensional bodies. The applicability of this approach and its practical problems are examined using different ways of kernel density estimation and Monte-Carlo tests of the methodology. Finally, it is tested in how far the obtained frequency distributions can be used to classify the pottery

A compositional statistical analysis of capital stock

Most of economic literature has presented its analysis under the assumption of homogeneous capital stock. However, capital composition differs across countries. What has been the pattern of capital composition associated with World economies? We make an exploratory statistical analysis based on compositional data transformed by Aitchinson logratio transformations and we use tools for visualizing and measuring statistical estimators of association among the components. The goal is to detect distinctive patterns in the composition. As initial findings could be cited that: 1. Sectorial components behaved in a correlated way, building industries on one side and , in a less clear view, equipment industries on the other. 2. Full sample estimation shows a negative correlation between durable goods component and other buildings component and between transportation and building industries components. 3. Countries with zeros in some components are mainly low income countries at the bottom of the income category and behaved in a extreme way distorting main results observed in the full sample. 4. After removing these extreme cases, conclusions seem not very sensitive to the presence of another isolated cases

Alternative ways to estimate change points in multinomial sequences. An application to an authorship attribution problem

The statistical analysis of literary style is the part of stylometry that compares measurable characteristics in a text that are rarely controlled by the author, with those in other texts. When the goal is to settle authorship questions, these characteristics should relate to the author’s style and not to the genre, epoch or editor, and they should be such that their variation between authors is larger than the variation within comparable texts from the same author. For an overview of the literature on stylometry and some of the techniques involved, see for example Mosteller and Wallace (1964, 82), Herdan (1964), Morton (1978), Holmes (1985), Oakes (1998) or Lebart, Salem and Berry (1998). Tirant lo Blanc, a chivalry book, is the main work in catalan literature and it was hailed to be “the best book of its kind in the world” by Cervantes in Don Quixote. Considered by writters like Vargas Llosa or Damaso Alonso to be the first modern novel in Europe, it has been translated several times into Spanish, Italian and French, with modern English translations by Rosenthal (1996) and La Fontaine (1993). The main body of this book was written between 1460 and 1465, but it was not printed until 1490. There is an intense and long lasting debate around its authorship sprouting from its first edition, where its introduction states that the whole book is the work of Martorell (1413?-1468), while at the end it is stated that the last one fourth of the book is by Galba (?-1490), after the death of Martorell. Some of the authors that support the theory of single authorship are Riquer (1990), Chiner (1993) and Badia (1993), while some of those supporting the double authorship are Riquer (1947), Coromines (1956) and Ferrando (1995). For an overview of this debate, see Riquer (1990). Neither of the two candidate authors left any text comparable to the one under study, and therefore discriminant analysis can not be used to help classify chapters by author. By using sample texts encompassing about ten percent of the book, and looking at word length and at the use of 44 conjunctions, prepositions and articles, Ginebra and Cabos (1998) detect heterogeneities that might indicate the existence of two authors. By analyzing the diversity of the vocabulary, Riba and Ginebra (2000) estimates that stylistic boundary to be near chapter 383. Following the lead of the extensive literature, this paper looks into word length, the use of the most frequent words and into the use of vowels in each chapter of the book. Given that the features selected are categorical, that leads to three contingency tables of ordered rows and therefore to three sequences of multinomial observations. Section 2 explores these sequences graphically, observing a clear shift in their distribution. Section 3 describes the problem of the estimation of a suden change-point in those sequences, in the following sections we propose various ways to estimate change-points in multinomial sequences; the method in section 4 involves fitting models for polytomous data, the one in Section 5 fits gamma models onto the sequence of Chi-square distances between each row profiles and the average profile, the one in Section 6 fits models onto the sequence of values taken by the first component of the correspondence analysis as well as onto sequences of other summary measures like the average word length. In Section 7 we fit models onto the marginal binomial sequences to identify the features that distinguish the chapters before and after that boundary. Most methods rely heavily on the use of generalized linear models

Refinement criteria for global illumination using convex funcions

In several computer graphics areas, a refinement criterion is often needed to decide whether to go on or to stop sampling a signal. When the sampled values are homogeneous enough, we assume that they represent the signal fairly well and we do not need further refinement, otherwise more samples are required, possibly with adaptive subdivision of the domain. For this purpose, a criterion which is very sensitive to variability is necessary. In this paper, we present a family of discrimination measures, the f-divergences, meeting this requirement. These convex functions have been well studied and successfully applied to image processing and several areas of engineering. Two applications to global illumination are shown: oracles for hierarchical radiosity and criteria for adaptive refinement in ray-tracing. We obtain significantly better results than with classic criteria, showing that f-divergences are worth further investigation in computer graphics. Also a discrimination measure based on entropy of the samples for refinement in ray-tracing is introduced. The recursive decomposition of entropy provides us with a natural method to deal with the adaptive subdivision of the sampling region