Is this normal? A new projection pursuit index to assess a sample against a multivariate null distribution

• DOI: 10.48550/arxiv.2502.02397
• Publication Date: 2025-02-04
• Authors: Annalisa Calvi; Ursula Laa; Dianne Cook
• Keywords: Projection pursuit; Null (SQL); Sample (material)

Many data problems contain some reference or normal conditions, upon which to compare newly collected data. This scenario occurs in as part of clinical trials detect adverse events, for measuring climate change against historical norms. The is typically multivariate, and often the ranges are specified by a multivariate distribution. work presented this paper develops methods new sample distribution with high-dimensional visualisation. It uses projection pursuit guided tour produce sequence low-dimensional projections steered towards those where most different from reference. A index defined purpose. visualisation also includes drawing projected ellipse, computed analytically, corresponding implemented R package, tourr.