A Concise Guide toCompositional Data Analysis
John Aitchison
Honorary Senior Research Fellow
Department of Statistics University of Glasgow

Address for correspondence: Rosemount, Carrick Castle, Lochgoilhead
Cairndow, Argyll, PA24 8AF, United Kingdom
Email: john.aitchison@btinternet.com

A Concise Guide toCompositional Data Analysis
Contents
Preface
Why a course on compositional data analysis?

1.

The nature of compositional problems
1.1 Some typical compositional problems
1.2 A little bit of history: the perceived difficulties of compositional data
1.3 An intuitive approach to compositional data analysis
1.4 The principle of scale invariance
1.5 Subcompositions: the marginals of compositional data analysis
1.6 Compositional classes and the search for a suitable sample space
1.7 Subcompositional coherence
1.8 Perturbation as the operation of compositional change
1.9 Power as a subsidiary operation of compositional change
1.10 Limitations in the interpretability of compositional data

2.

The simplex sample space and principles of compositional data analysis
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9

3.

Logratio analysis: a statistical methodology for compositional data analysis
The unit simplex sample space and the staying- in the-simplex approach
The algebraic-geometric structure of the simplex
Useful parametric classes of distributions on the simplex
Logratio analysis and the role of logcontrasts
Simple estimation
Simple hypothesis testing: the lattice approach
Compositional regression, residual analysis and regression diagnostics
Some other useful tools.

From theory to practice: some simple applications
3.1
3.2
3.3
3.4
3.5
3.6

Simple hypothesis testing: comparison of hongite and kongite
Compositional regression analysis: the dependence of Arctic lake
sediments on depth
Compositional invariance: economic aspects of household budget patterns
Testing perturbation hypotheses: an application to change in cows’ milk
Testing for distributional form
Related types of data

4.

Developing appropriate methodology for more complex compositional
problems
4.1

Dimension reducing techniques: logcontrast principal components:
application to hongite
4.2 Simplicial singular value decomposition
4.3 Compositional biplots and their interpretation
4.4 The Hardy-Weinberg law: an application of biplot and logcontrast
principal component analysis
4.5 A geological example: interpretation of the biplot of goilite
4.6 Abstract art: the biplot search for understanding
4.7 Tektite mineral and oxide compositions
4.8 Subcompositional analysis
4.9 Compositions in an explanatory role
4.10 Experiments with mixtures
4.11 Forms of independence

5.

A Compositional processes: a statistical search for understanding
5.1
5.2
5.3
5.4
5.5
5.6

Introduction
Differential perturbation processes
A simple example: Arctic lake sediment
Exploration for possible differential processes
Convex linear mixing processes
Distinguishing between alternative hypothesis

Postlude
Pockets of resistance and confusion
Appendix

TablesPreface
Why a course in compositional data analysis? Compositional data consist of vectors
whose components are the proportion or percentages of some whole. Their peculiarity
is that their sum is constrained to the be some constant, equal to 1 for proportions, 100
for percentages or possibly some other constant c for other situations such as parts
per million (ppm) in trace element compositions. Unfortunately a cursory look at suchvectors gives the appearance of vectors of real numbers with the consequence thatover the last century all sorts of sophisticated statistical methods designed for
unconstrained data have been applied to compositional data with inappropriate
inferences. All this despite the fact that many workers have been, or should havebeen, aware that the sample space for compositional vectors is radically different fromthe real Euclidean space associated with unconstrained data. Several substantial
warnings had been given, even as early as 1897 by Karl Pearson in his seminal paperon spurious correlations and then repeatedly in the 1960’s by geologist Felix Chayes.
Unfortunately little heed was paid to such warnings and within the small circle who
did pay attention the approach was essentially pathological, attempting to answer thequestion: what goes wrong when we apply multivariate statistical methodology
designed for unconstrained data to our constrained data and how can theunconstrained methodology be adjusted to give meaningful inferences.

Throughout all my teaching career I have emphasised to my students the importanceof the first step in an statistical problem, the recognition and definition of a sensible
sample space. The early modern statisticians concentrated their efforts on statisticalmethodology associated with the all- too-familiar real Euclidean space. The algebraicgeometric structure was familiar, at the time of development almost intuitive, and ahuge array of meaningful, appropriate methods developed. After some hesitation thespecial problems of directional data, with the unit sphere as the natural sample space,were resolved mainly by Fisher and Watson, who recognised again the algebraicgeometric structure of the sphere and its implications for the design andimplementation of an appropriate methodology. A remaining awkward problem ofspherical regression was eventually solved by Chang, again recognising the special
algebraic-geometric structure of the sphere.

Strangely statisticians have been slow to take a similar approach to the problems ofcompositional data and the associated sample space, the unit simplex. This course isdesigned to draw attention to its special form, to principles which are based on logic alnecessities for meaningful interpretation of compositional data and to the simple
forms of statistical methodology for analysing real compositional data.

Chapter 1 The nature of compositional problems

Chapter 1 The nature of compositional problems

1.1

Some typical compositional problems

In this section we present the reader with a series of challenging problems incompositional data analysis, with typical data sets and questions posed. These comefrom a number of different disciplines and will be used to motivate the concepts andprinciples of compositional data analysis, and will eventually be fully analysed toprovide answers to the questions posed. The full data sets associated with these
problems are set out in Appendix A.

Problem 1 Geochemical compositions of rocks
The statistical analysis of geochemical compositions of rocks is fundamental topetrology. Commonly such compositions are expressed as percentages by weight often or more major oxides or as percentages by weight of some basic minerals. As an
illustration of the nature of such problems we present in Table 1.1.1a the 5-partmineral (A, B, C, D, E) compositions of 25 specimens of rock type hongite. Even acursory examination of this table shows that there is substantial variation from
specimen to specimen, and first questions are: In what way should we describe suchvariability? Is there some central composition around which this variability can be
simply expressed?

A further rock specimen has composition[A, B, C, D, E] = [44.0, 20.4, 13.9, 9.1, 12.6]

and is claimed to be hongite. Can we say whether this is fairly typical of hongite? If
not, can we place some measure on its atypicality?

7Chapter 1 The nature of compositional problems

Table 1.1.1b presents a set of 5-part (A, B, C, D, E) compositions for 25 specimens ofrock type kongite. Some obvious questions are as follows. Do the mineralcompositions of hongite and kongite differ and if so in what way? For a new
specimen can a convenient form of classification be devised on the basis of thecomposition? If so, can we investigate whether a rule of classification based on only aselection of the compositional parts would be as effective as use of the fullcomposition?

Problem 2 Arctic lake sediments at different depths
In sedimentology, specimens of sediments are traditionally separated into threemutually exclusive and exhaustive constituents -sand, silt and clay- and the
proportions of these parts by weight are quoted as (sand, silt, clay) compositions.
Table 1.1.2 records the (sand, silt, clay) compositions of 39 sediment samples atdifferent water depths in an Arctic lake. Again we recognise substantial variability
between compositions. Questions of obvious interest here are the following. Is
sediment composition dependent on water depth? If so, how can we quantify theextent of the dependence? If we regard sedimentation as a process, do these data
provide any information on the nature of the process? Even at this stage ofinvestigation we can see that this may be a question of compositional regression.

Problem 3 Household budget patterns
An important aspect of the study of consumer demand is the analysis of household
budget surveys, in which attention often focuses on the expenditures of a sample ofhouseholds on a number of mutually exclusive and exhaustive commodity groups andtheir relation to total expenditure, income, type of housing, household compositionand so on. In the investigation of such data the pattern or composition of expenditures,the proportions of total expenditure allocated to the commodity groups, can be shown
to play a central role in a form of budget share approach to the analysis. Assurancesof confidentiality and limitations of space preclude the publication of individual
budgets from an actual survey, but we can present a reduced version of the problem,
which retains its key characteristics.

8

Chapter 1 The nature of compositional problems

In a sample survey of single persons living alone in rented accommodation, twenty
men and twenty women were randomly selected and asked to record over a period of
one month their expenditures on the following four mutually exclusive and exhaustive
commodity groups:

1. Housing, including fuel and light.
2. Foodstuffs, including alcohol and tobacco.
3. Other goods, including clothing, footwear and durable goods.
4. Services, including transport and vehicles.

The results are recorded in Table 1.1.3.

Interesting questions are readily formulated. To what extent does the pattern of budget
share of expenditures for men depend on the total amount spent? Are there differences
between men and women in their expenditure patterns? Are there some commodity
groups which are given priority in the allocation of expenditure?

Problem 4

Milk composition study

In an attempt to improve the quality of cow milk, milk from each of thirty cows wasassessed by dietary composition before and after a strictly controlled dietary andhormonal regime over a period of eight weeks. Although seasonal variations in milk
quality might have been regarded as negligible over this period it was decided to havea control group of thirty cows kept under the same conditions but on a regularestablished regime. The sixty cows were of course allocated to control and treatmentgroups at random. Table 1.1.4 provides the complete set of before and after milk
compositions for the sixty cows, showing the protein, milk fat, carbohydrate, calcium,
sodium, potassium proportions by weight of total dietary content. The purpose of theexperiment was to determine whether the new regime has produced any significant
change in the milk composition so it is essential to have a clear idea of how change incompositional data is characterised by some meaningful operation. A main question
here is therefore how to formulate hypotheses of change of compositions, and indeed
how we may investigate the full lattice of such hypotheses. Meanwhile we note that
because of the before and after nature of the data within each experimental unit wehave for compositional data the analogue of a paired comparison situation for real9

Chapter 1 The nature of compositional problems

measurements where traditionally the differences in pairs of measurements are
considered. We have thus to find the counterpart of difference for paired
compositions.

Problem 5 Analysis of an abstract artist
The data of Table 1.1.5 show six-part colour compositions in 22 paintings created by
an abstract artist. Each painting was in the form of a square, divided into a number ofrectangles, in the style of a Mondrian abstract painting and the rectangles were eachcoloured in one of six colours: black and white, the primary colours blue, red andyellow, and one further colour, labelled ‘other’, which varied from painting topainting. An interesting question posed here is to attempt to see whether there is any
pattern discernible in the construction of the paintings. There is considerable
variability from painting to painting and the challenge is to describe the pattern ofvariability appropriately in as simple terms as possible.

Problem 6 A statistician’s time budget
Time budgets, how a day or a period of work is divided up into different activities,
have become a popular source of data in psychology and sociology. To illustrate suchproblems we consider six daily activities of an academic statistician: T, teaching; C,consultation; A, administration; R, research; O, other wakeful activities; S, sleep.
Table 1.1.6 records the proportions of the 24 hours devoted to each activity, recordedon each of 20 days, selected randomly from working days in alternate weeks so as to
avoid possible carry-over effects such as a short-sleep day being compensated by
make-up sleep on the succeeding day. The six activities may be divided into two
categories: ‘work’ comprising activities T, C, A, R, and ‘leisure’ comprising activities
O, S. Our analysis may then be directed towards the work pattern consisting of therelative times spent in the four work activities, the leisure pattern, and the division of
the day into work time and leisure time. Two obvious questions are as follows. To
what extent, if any, do the patterns of work and of leisure depend on the times
allocated to these major divisions of the day? Is the ratio of sleep to other wakefulactivities dependent on the times spent in the various work activities?

10Chapter 1 The nature of compositional problems

Problem 7 Sources of pollution in a Scottish loch
A Scottish loch is supplied by three rivers, here labelled 1, 2, 3. At the mouth of each
10 water samples have been taken at random times and analysed into 4-partcompositions of pollutants a, b, c, d. Also available are 20 samples, again taken at
random times, at each of three fishing locations A, B, C. Space does not allow the
publication of the full data set of 90 4-part compositions but Table 1.1.7, which
records the first and last compositions in each of the rivers and fishing locations, givesa picture of the variability and the statistical nature of the problem. The problem here
is to determine whether the compositions at a fishing location may be regarded as
mixtures of compositions from the three sources, and what can be inferred about thenature of such a mixture.

Other typical problems in different disciplines
The above seven problems are sufficient to demonstrate that compositional problems
arise in many different forms in many different disciplines, and as we develop
statistical methodology for this particular form of variability we shall meet a numberof other compositional problems to illustrate a variety of forms of statistical analysis.
We list below a number of disciplines and some examples of compositional data sets
within these disciplines. The list is in no way complete.
Agriculture and farming
Fruit (skin, stone, flesh) compositions
Land use compositions
Effects of GM
Archaeology
Ceramic compositions
Developmental biology
Shape analysis: (head, trunk, leg) composition relative to height
Economics
Household budget compositions and income elasticities of demand
Portfolio compositions

11

Chapter 1 The nature of compositional problems

Environometrics
Pollutant compositions
Geography
US state ethnic compositions, urban-rural compositions
Land use compositions
Geology
Mineral compositions of rocks
Major oxide compositions of rocks
Trace element compositions of rocks
Major oxide and trace element compositions of rocks
Sediment compositions such as (sand, silt, clay) compositions
Literary studies
Sentence compositions
Manufacturing
Global car production compositions
Medicine
Blood compositions
Renal calculi compositions
Urine compositions

Ornithology
Sea bird time budgets
Plumage colour compositions of greater bower birds
Palaeontology
Foraminifera compositions
Zonal pollen compositions
Psephology
US Presidential election voting proportions

12

Chapter 1 The nature of compositional problems

Psychology
Time budgets of various groups
Waste disposal
Waste composition

1.2

A little bit of history: the perceived difficulties of compositional analysis

We must look back to 1897 for our starting point. Over a century ago Karl Pearson
published one of the clearest warnings (Pearson, 1897) ever issued to statisticians andother scientists beset with uncertainty and variability: Beware of attempts to interpretcorrelations between ratios whose numerators and denominators contain common
parts. And of such is the world of compositional data, where for example some rockspecimen, of total weight w, is broken down into mutually exclusive and exhaustive
parts with component weights w1 , . . . , wD and then transformed into a composition(x 1 , . . . , x D ) = (w1 , . . . , wD )/(w1 + . . . + wD ).

Our reason for forming such a composition is that in many problems composition is
the relevant entity. For example the comparison of rock specimens of different
weights can only be achieved by some form of standardization and composition (perunit weight) is a simple and obvious concept for achieving this. Equivalently we could
say that any meaningful statement about the rock specimens should not depend on thelargely accidental weights of the specimens.

It appears that Pearson’s warning went unheeded, with raw components ofcompositional data being subjected to product moment correlation analysis withunsound interpretation based on methods of ‘standard’ multivariate analysis designed
for unconstrained multivariate data. In the 1960’s there emerged a number ofscientists who warned against such methodology and interpretation, in geology
mainly Chayes, Krumbein, Sarmanov and Vistelius, and in biology mainly
Mosimann: see, for example, Chayes (1956, 1960, 1962, 1971), Krumbein (1962),
13

Chapter 1 The nature of compositional problems

Sarmanov and Vistelius (1959), Mosimann (1962,1963). The main problem wasperceived as the impossibility of interpreting the product moment correlation
coefficients between the raw components and was commonly referred to as thenegative bias problem. For a D-part composition [ x1 , . . . , x D ] with the component
sum x1 + . . . + x D = 1 , sincecov( x1 , x1 + . . . + x D ) = 0

we havecov( x1 , x2 ) +...+ cov( x1 , x D ) = − var( x1 ) .

The right hand side here is negative except for the trivial case where the firstcomponent is constant. Thus at least one of the covariances on the left must be
negative or, equivalently, there must be at least one negative element in the first row
of the raw covariance matrix. The same negative bias must similarly occur in each of
the other rows so that at least D of the elements of the raw covariance matrix. Hencecorrelations are not free to range over the usual interval (-1, 1) subject only to the
non-negative definiteness of the covariance or correlation matrix, and there are boundto problems of interpretation.

The problem was described under different headings: the constant-sum problem, theclosure problem, the negative bias problem, the null correlation difficulty. Strangely
no attempt was made to try and establish principles of compositional data analysis.
The approach was essentially pathological with attempts to see what went wrong
when standard multivariate analysis was applied to compositional data in the hopethat some corrective treatments could be applied; see, for example, Butler (1979),
Chayes (1971, 1972), Chayes and Kruskal (1966), Chayes and Trochimczyk (1978),
Darroch and James (1975), Darroch and Ratcliff (1970, 1978).

An appropriate methodology, taking account of some logically necessary principles ofcompositional data analysis and the special nature of compositional sample spaces,
began to emerge in the 1980’s with, for example, contributions from Aitchison andShen (1980), Aitchison (1982, 1983, 1985), culminating in the methodological

14

Chapter 1 The nature of compositional problems

monograph Aitchison (1986) on The Statistical Analysis of Compositional Data. This
course is largely based on that monograph and the many subsequent developments ofthe subject.

1.3

An intuitive approach to compositional data analysis

A typical composition is a (sand, silt, clay) sediment composition such as thepercentages [77.5 19.5 3.0] of the first sediment in Table 1.1.2. Standard terminology
is to refer to sand, silt and clay as the labels of the three parts of the composition andthe elements 77.5, 19.5, 3.0 of the vector as the components of the composition. A
typical or generic composition [ x1 x 2 . . . x D ] will therefore consist D parts with labels
1, . . , D and components x1 , x 2 , . . . , x D The components will have a constant sum, 1when the components are proportions of some unit, 100 when these are expressed aspercentages, and so on. We shall find that the particular value of constant sum is of no
relevance in compositional data analysis and in much of our theoretical development
we shall standardise to a constant sum of 1. Note that we have set out a typicalcomposition as a row vector. This seems a sensible convention and is common inmuch modern practice as, for example, in MSExcel where the practice is to have rows
as cases.

In the early 1980’s it seemed to the writer that there was an obvious way of analysing
compositional data. Since compositional data provide information only about therelative magnitudes of the parts, not their absolute values, then the information
provided is essentially about ratios of the components. Therefore it seemed to makesense to think in terms of ratios. There is clearly a one-to-one correspondence
between compositions and a full set of ratios. Moreover, since ratios are awkward tohandle mathematically and statistically (for example there is no exact relationshipbetween var( xi / x j ) and var( x j / x i ) ) it seems sensible to work in terms of logratios,for example reaping the benefit of simple relationships such as
var{log( xi / x j )} = var{log( x j / xi )} .

15

Chapter 1 The nature of compositional problems

Since there is also a one-to-one correspondence between compositions and a full setof logratios, for example,[ y 1 . . . y D−1 ] = [log( x1 / x D ) . . . log( x D −1 / x D )]with inverse[ x1 x 2 . . . x D ] = [exp( y1 ) . . . . exp( y D−1 ) 1] / {exp( y1 ) +. . . .+ exp( y D −1 ) + 1}

any problem or hypothesis concerning compositions can be fully expressed in termsof logratios and vice versa. Therefore, since a logratio transformation of compositions
takes the logratio vector onto the whole of real space we have available, with a little
caution, the whole gamut of unconstrained multivariate analysis. The conclusions of
the unconstrained multivariate analysis can then be translated back into conclusions
about the compositions, and the analysis is complete.

This proposed methodology, essentially a transformation technique, is in line with along tradition of statistical methodology, starting with McAlister (1879) and his
logarithmic transformation, the lognormal distribution and the importance of thegeometric mean, and more recently the Box-Cox transformations and thetransformations involved in the general linear model approach to statistical analysis.
There has always been opposition, sometimes fierce, to transformation techniques.
For example, Karl Pearson became involved in a heated controversy with Kapteyn on
the relative merits of his system of curves and the lognormal curve; see Kapteyn(1903, 1905), Pearson (1905, 1906). With a general mistrust of the technique oftransformations Pearson would pose such questions as: what is the meaning of thelogarithm of weight? History has clearly come down on the side of Wicksell and thelogarithmic transformation and the lognormal distribution are long established usefultools of statistical modelling.

One might therefore have expected the logratio transformation technique to have been
an immediate happy and successful end of story. While it has eventually become so,
immediate opposition along Pearsonian lines undoubtedly came to the fore. The

16

Chapter 1 The nature of compositional problems

reader interested in pursuing the kinds of anti- transformation and other arguments
against logratio analysis may find some entertainment in the following sequence ofreferences published in the Mathematical Geology: Watson and Philip (1989),
Aitchison (1990a), Watson (1990), Aitchison (1990b), Watson (1991), Aitchison(1991, 1992), Woronow (1997a, 1997b), Aitchison (1999), Zier and Rehder (1998),
Aitchison et al (2000), Rehder and Zier (2001), Aitchison et al (2001).

While much of this argumentative activity has been unnecessary and time-consuming,
there have been episodes of progress. While the transformation techniques ofAitchison (1986) are still valid and provide a comprehensive methodology forcompositional data analysis, there is now a better understanding of the fundamental
principles which any compositional data methodology must adhere to. Moreover,there is now an alternative approach to compositional data analysis which could betermed the staying- in-the-simplex approach, whereby the tools introduced by
Aitchison (1986) are adapted to defining a simple algebraic-geometric structure on thesimplex, so that all analysis may be conducted entirely within this framework. This
makes the analysis independent of transformations and results in unconstrained
multivariate analysis. It should be said, however, that inferences will be identicalwhether a transformation technique or a staying- in-the-simplex approach is adopted.
Which approach a compositional data analyst adopts will largely depend on theanalyst’s technical understanding of the algebraic-geometric structure of the simplex.

In this guide we will adopt a bilateral approach ensuring that we provide examples ofinterpretations in both ways.

1.4

The principle of scale invariance

One of the disputed principles of compositional data analysis in the early part of thesequence above is that of scale invariance. When we say that a problem iscompositional we are recognizing that the sizes of our specimens are irrelevant. This
trivial admission has far-reaching consequences.

A simple example can illustrate the argument. Consider two specimen vectors
17Chapter 1 The nature of compositional problems

w = (1.6, 2.4, 4.0) and W = (3.0, 4.5, 7.5)

in R+3 as in Figure 1.4, representing the weights of the three parts (a, b, c) of two
specimens of total weight 8g and 15g, respectively. If we are interested incompositional problems we recognize that these are of the same composition, thedifference in weight being taken account of by the scale relationship W =(15/8) w.
More generally two specimen vectors w and W in R+D are compositionally equivalent,
written W ∼ w, when there exists a positive proportionality constant p such that W=
pw. The fundamental requirement of compositional data analysis can then be stated asfollows: any meaningful function f of a specimen vector must be such that f(W)=f(w)when W∼w, or equivalently

f(pw) = f(w), for every p>0.

In other words, the function f must be invariant under the group of scaletransformations. Since any group invariant function can be expressed as a function ofany maximal invariant h and sinceh(w) = (w1 / wD , . . . , wD-1 / wD)

is such a maximal invariant we have the following important consequence:

Any meaningful (scale-invariant) function of a composition can be expressedin terms of ratios of the components of the composition.

Note that there are many equivalent sets of ratios which may be used for the purposeof creating meaningful functions of compositions. For example, a more symmetric setof ratios such as w/g(w), where g(w) = (w1 . . . wD )1/D is the geometric mean of thecomponents of w, would equally meet the scale- invariant requireme nt.

18

Chapter 1 The nature of compositional problems

Fig. 1.4 Representation of equivalent specimen vectors as points on rays of the positive orthant

1.5

Subcompositions: the marginals of compositional data analysis

The marginal or projection concept for simplicial data is slightly more comple x thanthat for unconstrained vectors in RD , where a marginal vector is simply a subvector of
the full D-dimensional vector. For example, a geologist interested only in the parts(Na2 O, K2O, Al2 O3 ) of a ten-part major oxide composition of a rock commonly forms
the subcomposition based on these parts. Formally the subcomposition based on parts(1, 2, . . . ,C) of a D-part composition [x 1 , ... , x D ] is the (1, 2, . . . ,C)-subcomposition[s1 , . . . , sC ] defined by[s1 , . . . , sC ] = [x 1 , . . . , xC ] / (x 1 + . . . + xC).

Note that this operation is a projection from a subsimplex to another subsimplex. See,for example, Aitchison (1986, Section 2.5).

1.6

Compositional classes and the search for a suitable sample space

In my own teaching over the last 45 years I have issued a warning to all my students,
similar to that of Pearson. Ignore the clear definition of your sample space at your19

Chapter 1 The nature of compositional problems

peril. When faced with a new situation the first thing you must resolve before you doanything else is an appropriate sample space. On occasions when I have found some
dispute between students over some statistical issue the question of which of them had
appropriate sample spaces has almost always determined which students are correct intheir conclusions. If, for example, it is a question of association between the directionsof departure and return of migrating New York swallows then an appropriate sample
space is a doughnut.

We must surely recognize that a rectangular box, a tetrahedron, a sphere and adoughnut look rather different. It should come as no surprise to us therefore thatproblems with four different sample spaces might require completely different
statistical methodologies. It has always seemed surprising to this writer that thedirection data analysts had little difficulty in seeing that the sphere and the torus
require their own special methodology, whereas for so long statisticians and scientists
seemed to think that what was good enough for a box was good enough for atetrahedron.

In the first step of statistical modelling, namely specifying a sample space, the choice
is with the modeller. It is how the sample space is used or exploited to answer
relevant problems that is important. We might, as in our study of scale invarianceabove, take the set of rays through the origin and in the positive orthant as our sample
space. The awkwardness here is that the notion of placing a probability measure on aset of rays is less familiar than on a set of points. Moreover we know that as far as thestudy of compositions is concerned any point on a ray can be used to represent thecorresponding composition. The selection of each representative point x where therays meet the unit hyperplane w1 + . . . + wD = 1 with x = w/(w1 + . . . + wD) is surely
the simplest form of standardization possible. We shall thus adopt the unit simplex
D

S = { [x 1 , . . . , x D ]: x i>0 (i = 1, . . . , D) , x 1 + . . . + x D = 1}.
To avoid any confusion on terminology for our generic composition x we reiteratethat we refer to the labels 1, . . . , D of the parts and the proportions x 1 , ... , x D as thecomponents of the composition x. With this representation we shall continue to ensure

20Chapter 1 The nature of compositional problems

scale invariance by formulating all our statements concerning compositions in termsof ratios of components.

Note the one-to-one correspondence between the components of x and a set ofindependent and exhaustive ratios such asri = x i /(x 1 + . . . + xD ) (i = 1, ... , D-1),
rD = 1 /(x 1 + . . . + xD ),with the components of x determined by these ratios as

x i = ri /(r1 + . . . + rD-1 +1)(i = 1, ... , D-1),

x D = 1/(r1 + . . . + rD-1 +1).

Our next logical requirement will reinforce the good sense of this formulation interms of ratios.

1.7 Subcomposional coherenceLess familiar than scale invariance is another logical necessity of compositional
analysis, namely subcompositional coherence. Consider two scientists A and B
interested in soil samples, which have been divided into aliquots For each aliquot A
records a 4-part composition (animal, vegetable, mineral, water); B first dries eachaliquot without recording the water content and arrives at a 3-part composition(animal, vegetable, mineral). Let us further assume for simplicity the ideal situation
where the aliquots in each pair are identical and where the two scientists are accurate
in their determinations. Then clearly B's 3-part composition [s1 , s2 , s3 ] for an aliquot
will be a subcomposition of A's 4-part composition[x 1 , x2 , x3 , x 4 ] for thecorresponding aliquot related as in the definition of subcomposition in Section 1.5
above with C = 3, D = 4. It is then obvious that any compositional statements that A
and B make about the common parts, animal, vegetable and mineral, must agree. Thisis the nature of subcompositional coherence.

21

Chapter 1 The nature of compositional problems

The ignoring of this principle of subcompositional coherence has been a source ofgreat confusion in compositional data analysis, The literature, even currently, is full ofattempts to explain the dependence of components of compositions in terms of
product moment correlation of raw components. Consider the simple data set:

Full compositions [ x1 x 2 x 3 x 4 ]Subcompositions [ s1 s 2 s3 ][0.1, 0.2, 0.1, 0.6]

[0.25, 0.50, 0.25][0.2, 0.1, 0.1, 0.6]

[0.50, 0.25, 0.25][0.3, 0.3, 0.2, 0.2]

[0.375, 0.375, 0.25]

Scientist A would report the correlation between animal and vegetable as corr(x 1 , x2 )= 0.5 whereas B would report corr(s1 , s2 ) = -1. There is thus incoherence of the
product- moment correlation between raw components as a measure of dependence.

Note, however, that the ratio of two components remains unchanged when we movefrom full composition to subcomposition: si / s j = xi / x j , so that as long as we workwith scale invariant functions, or equivalently express all our statements about
compositions in terms of ratios, we shall be subcompositionally coherent.

1.8 Perturbation as the operation of compositional change
1.8.1 The role of group operations in statistics
For every sample space there are basic group operations which, when recognized,
dominate clear thinking about data analysis. In RD the two operations, translation (ordisplacement) and scalar multiplication, are so familiar that their fundamental role isoften overlooked. Yet the change from y to Y = y + t by the translation t or to Y = ayby the scalar multiple a are at the heart of statistical methodology for RD sample
spaces. For example, since the translation relationship between y1 and Y1 is the sameas that between y2 and Y2 if and only if Y1 and Y2 are equal translations t of y1 and y2 ,any definition of a difference or a distance measure must be such that the measure is
the same for (y1 , Y1 ) as for (y1 + t, Y1 + t) for every translation t. Technically this is a22

Chapter 1 The nature of compositional problems

requirement of invariance under the group of translations. This is the reason, though
seldom expressed because of its obviousness in this simple space, for the use of themean vector ?µ = E ( y ) and the covariance matrix Σ = cov( y ) = E {( y − µ )( y − µ ) T }as meaningful measures of ‘central tendency’ and ‘dispersion’. Recall also, for further
reference, two basic properties: for a fixed translation t,

E( y + t) = E(y) + t ; V(y + t) = V(y).

The second operation, that of scalar multiplication, also plays a substantial role in, forexample, linear forms of statistical analysis such as principal component analysis,
where linear combinations a1 y1 + . . . + a D y D with certain properties are sought.
Recall, again for further reference, that for a fixed scalar multiple a,E(ay) = aE(y) ; V(ay) = a2 V(y).

Similar considerations of groups of fundamental operations are essential for othersample spaces. For example, in the analysis of directional data, as in the study of the
movement of tectonic plates, it was recognition that the group of rotations on thesphere plays a central role and the use of a satisfactory representation of that groupthat led Chang (1988) to the production of the essential statistical tool for sphericalregression.

1.8.2 Perturbation: a fundamental group operation in the simplex
By analogy with the group operation arguments for RD the obvious questions for a
simplex sample space are whether there is an operation on a composition x, analogous
to translation in R D , which transforms it into X, and whether this can be used tocharacterize ‘difference’ between compositions or change from one composition toanother. The answer is to be found in the perturbation operator as defined in
Aitchison (1986, Section 2.8).

The perturbation operator can be motivated by the following observation within thepositive orthant representation of compositions. For any two equivalent compositions
w and W on the same ray there is a scale relationship W = pw for some p > 0, where23Chapter 1 The nature of compositional problems

each component of w is scaled by the same factor p to obtain the corresponding
component of W. For any two non-equivalent compositions w and W on different raysa similar, but differential, scaling relationship W 1 = p1 w1 , . . . , WD = pDwD reflects
the change from w to W. Such a unique differential scaling can always be found by
taking pi = Wi / wi (i = 1, . . . , D). We can translate this into terms of thecompositional representations x and X within the unit simplex sample space S D .
If we define a perturbation p as a differential scaling operator p = [ p1 . . . pD ] ∈ S D
and denote by ⊕ the perturbation operation, then we can define the perturbation
operation in the following way. The perturbation p applied to the compositionx = [ x1 . . . x D ] produces the composition X given by

X = p ⊕ x = [ p1 x1... p D x D ] /( p1 x1 +...+ p D x D )= C[ p1 x1... p D x D ],where C is the so-called closure operation which divides each component of a vector
by the sum of the components, thus scaling the vector to the constant sum 1. Note that
because of the nature of the scaling in this relationship it is not strictly necessary forthe perturbation p to be a vector in S D .

In mathematical terms the set of perturbations in S D form a group with the identity
perturbation e = [1 / D . . . 1 / D ] and the inverse of a perturbation p being the closurep −1 = C[ p1−1 ... p D−1 ] . We use the notation x Θ p to denote the operation of this inverse
on x givingx Θ p = C[ x1 / p1 . . . x D / p D ] . The relation between any two

compositions x and X can always be expressed as a perturbation operation
X = ( X Θ x ) ⊕ x , where X Θ x is a perturbation in the group of perturbations in thethe simplex S D . Similarly the change from X to x is expressed by the perturbationx Θ X . Thus any measure of difference between compositions x and X must be

expressible in terms of one or other of these perturbations. A consequence of this isthat if we wish to define any scalar measure of distance between two compositions x
and X , say ∆( x , X ) then we must ensure that it is a function of the ratios x 1 /X1 . . . . ,x D/XD . As we shall see later this, together with attention to the need for scale
24Chapter 1 The nature of compositional problems

invariance, subcompositional coherence and some other simple requirements, has led
Aitchison (1992) to advocate the follolowing definition:

xX ∆ ( x , X ) = ∑  log i − log i xj
Xj 
i< j 

2

2

as a simplicial metric, reinforcing an intuitive equivalent choice in Aitchison (1986,
Section 8.3).

1.8.3 Some familiar perturbations
In relation to probability statements the perturbation operation is a standard process.
Bayesians perturb the prior probability assessment x on a finite number D ofhypotheses by the likelihood p to obtain the posterior assessment X through the use ofBayes’s formula. Again, in genetic selection, the population composition x of
genotypes of one generation is perturbed by differential survival probabilities
represented by a perturbation p to obtain the composition X at the next generation,
again by the perturbation probabilistic mechanism. In certain geological processes,
such as metamorphic change, sedimentation, crushing in relation to particle size
distributions, change may be best modelled by such perturbation mechanisms, where
an initial specimen of composition x 0 is subjected to a sequence of perturbations p1 , . .
. , pn in reaching its current state x n :x1 = p1 ⊕ x 0 ,x2 = p2 ⊕ x1 , . . . , xn = pn ⊕ x n−1

so thatx n = ( p1 ⊕ p2 ⊕ . . . ⊕ pn ) ⊕ x 0 .

It is clear that in this mechanism we have the makings of some form of central limit
theorem but we delay consideration of this until we have completed the moremathematical aspects of the simplex sample space.

A further role which perturbation plays in simplicial inference is in characterizing

25

Chapter 1 The nature of compositional problems

imprecision or error. A simple example will suffice for the moment. In the process of
replicate analyses of aliquots of some specimen in an attempt to determine its
composition ξ ?we may obtain different compositions x 1 , . . . , x N

because of theimprecision of the analytic process. In such a situation we can model by setting

x n = ξ ⊕ pn

( n = 1, . . . , N ) ,where the pn are independent error perturbations characterizing the imprecision.

1.9 Power as a subsidiary operation in the simplex

The simplicial operation analogous to scalar multiplication in real space is the power
operation. First we define the power operatio n and then consider its relevance incompositional data analysis. For any real number a ∈ R1 and any composition x ∈ S D
we defineX = a ⊗ x = C [ x1a ...x aD ]as the a-power transform of x. Such an operation arises in compositional data analysis
in two distinct ways. First it may be of relevance directly because of the nature of thesampling process. For example, in grain size studies of sediments, sediment samples
may be successively sieved through meshes of different diameters and the weights ofthese successive separations converted into compositions based on proportions byweight. Thus though separation is based on the linear measurement diameter thecomposition is based essentially on a weight, or equivalently a volume measurement,with a power transformation being the natural connecting concept. More indirectly thepower transformation can be useful in describing regression relations forcompositions. For example, the finding of Aitchison (1986, Section 7.7) of therelationship of a (sand, silt, clay) sediment x to depth d can be expressed in the form
x = ξ ⊕{log d ⊗ β } ⊕ p ,26

Chapter 1 The nature of compositional problems

where β is a composition playing the counterpart of regression coefficients and p is aperturbation playing the role of error in more familiar regression situations.
It must be clear that together the operations perturbation ⊕ and power ⊗ play rolesin the geometry of S D analogous to translation and scalar multiplication in R D andindeed can be used to define a vector space in S D . We shall take up the full algebraicgeometric structure of the simplex sample space later in this guide.

1.10 Limitations in the interpretability of compositional data

There is a tendency in some compositional data analysts to expect too much in theirinferences from compositional data. For these the following situation may show thenature of the limitations of compositional data.

Outside my home I have a planter consisting of water, soil and seed. One evening
before bedtime I analyse a sample and determine its (water, soil, seed) composition as
x = [3/6 2/6 1/6]. I sleep soundly and in the morning again analyse a sample finding
X = [6/9 2/9 1/9]. I measure the change as the perturbation
X Θ x = C[( 6 / 9) / ( 3 / 6) ( 2 / 9 ) / (2 / 6) (1 / 9) / (1 / 6)] = [1 / 2 1 / 4 1 / 4] .

Now I can picture two simple scenarios which could describe this change. Supposethat the planter last evening actually contained [18 12 6] kilos of (water, soil, seed),corresponding to the evening composition [3/6 2/6 1/6], and it rained during thenight increasing the water content only so that the morning content was [36 12 6]
kilos, corresponding to the morning composition [6/9 2/9 1/9]. Although this rain
only explanation may be true, is it the only explanation? Obviously not, because thechange could equally be explained by a wind only scenario, in which the overnightwind has swept away soil and seed resulting in content of [18 6 3] kilos and the same
morning composition [6/9 2/9 1/9]. Even more complicated scenarios will produce asimilar change. For example a combination of rain and wind might have resulted in a27

Chapter 1 The nature of compositional problems

combination of increased water and decreased soil and seed, say to a content of [27 94.5] kilos, again with morning composition [6/9 2/9 1/9].

The point here is that compositions provide information only about the relative
magnitudes of the compositional components and so interpretations involving absolutevalues as in the above example cannot be justified. Only if there is evidence external
to the compositional information would such inferences be justified. For example, if I
had been wakened by my bedroom windows rattling during the night and I found myrain gauge empty in the morning would I be justified in painting the wind only
scenario. But I slept soundly during the night.

A consequence of this example is that we must learn to phrase our inferences fromcompositional data in terms which are meaningful and we have seen that themeaningful operations are perturbation and power. In subsequent chapters we shallhow we may use these operations successfully.

28

Chapter 2 The simplex sample space

Chapter 2 The simplex sample space and principles of compositional
data analysis

2.1

Logratio analysis: a statistical methodology for compositional data analysis

What has come to be known as logratio analysis for compositional data problems
arose in the 1980’s out of the realisation of the importance of the principle of scale
invariance and that its practical implementation required working with ratios ofcomponents, This, together with an awareness that logarithms of ratios aremathematically more tractable than ratios led to the advocacy of a transformation
technique involving logratios of the components. There were two obvious contenders
for this. Let x = [ x1 . . . x D ] ∈ S D be a typical D-part composition. Then the so-called
additive logratio transformation alr: S D → R D−1 is defined by

y = alr ( x ) = [log( x1 / x D ) log( x 2 / x D )...log( x D −1 / x D )] ,where the ratios involve the division of each of the first D – 1 components by the final
component. The inverse transformation alr −1: R D−1 → S D is
x = alr −1 ( y ) = C [exp( y1 ) exp( y 2 )...exp( y D −1 )1] ,where C denotes the closure operation. Note that this transformation takes thecomposition into the whole of R D −1 and so we have the prospect of using standard
unconstrained multivariate analysis on the transformed data, and because of the oneto-one nature of the transformation transferring any inferences back to the simplex
and to the components of the composition.

One apparent drawback with this technique is the choice of the final component as
divisor, with a much asked question. Would we obtain the same inference if we chose

29

Chapter 2 The simplex sample space

another component as divisor, or more generally if we permuted the parts? The
answer to this question is yes. We shall not go into any details of the proofs of thisassertion, but the interested reader may find these in Aitchison (1986, Chapter 5).

The alr transformation is asymmetric in the parts and it is sometimes convenient totreat the parts symmetrically. This can be achieved by the so-called centred logratio
transformation clr: S D → U D :z = clr ( x ) = [log{ x1 / g ( x )} ... log{ x D / g ( x)}] ,where
U D = {[ u1 ...u D ] :u1 +...u D = 0} .
a hyperplane of R D .The inverse transformation clr −1 :U D → S D takes the form

x = C [exp( z1 )...exp( z D )] .

This transformation to a real space again opens up the possibility of using standard
unconstrained multivariate methods.
We note here that the mean vector µ = E {alr ( x)} and covariance matrix
Σ = cov{alr ( x )} of the logratio vector alr ( x ) will play an important role in ourcompositional data analysis, as will do the centred logratio analogues λ = E {clr ( x )}and cov{clr ( x)} .

So the philosophy of logratio analysis can be stated simply.

1.

Formulate the compositional problem in terms of the components of thecomposition.

2.

Translate this formulation into terms of the logratio vector of thecomposition.

30

Chapter 2 The simplex sample space

3.

Transform the compositional data into logratio vectors.

4.

Analyse the logratio data by an appropriate standard multivariate statisticalmethod.

5.

Translate back into terms of the compositions the inference obtained atstep 4.

We shall see later many examples of this compositional methodology.

2.2

The unit simplex sample space and the staying-in the-simplex approach

Logratio analysis emerged in the 1980’s in a series of papers Aitchison (1981a,
1981b, 1981c, 1982, 1983, 1984a, 1984b, 1985), Aitchison and Bacon-Shone (1984),
Aitchison and Lauder (1985), Aitchison and Shen (1980, 1984) and in the monograph
Aitchison (1986); and has been successfully applied in a wide variety of disciplines.
Since, however, there seem an appreciable number of statisticians and scientists who
seem, for whatever reason, uncomfortable with transformation techniques it seems
worth considering what are the alternatives. In the discussion of Aitchion (1982),
Fisher made the following comment:

Clearly the speaker has been very successful in fitting simple models to normaltransformed data, the counterpart to the simplicity of these models is thecomplexity of corresponding relationships among the untransformed components.
This is hardly an original observation. Yet there are certain aromas rising from themurky potage of compositional data problems which are redolent of some aspects
of problems with directional data, and herein lies the point. When attacking theselatter problems, one is ultimately better off working within the confines of theoriginal geometry (of the circle, sphere cylinder, . . .) and with techniques
particular thereto (vector methods, etc), in terms of perceiving simple underlying
ideas and modelling them in a natural way. Mapping from, say, the sphere into theplane, and then back, rarely produces these elements, and usually introduces
unfortunate distortion. I still hold out some hope that simple models of dependence
can be found, peculiar to the simplex. . . . Meanwhile, I shall analyse data with thenormal transform method.
31

Chapter 2 The simplex sample space

The lack of success in transforming the sphere into the plane is that the spaces are
topologically different whereas the simplex and real space are topologicallyequivalent. Nevertheless there is a challenge to confine the statistical argument to thegeometry of the simplex, and this approach has been emerging over the last decade,based on the operations of perturbation and power and on the already indicatedsimplicial metric. It is now certainly possible to analyse compositional data entirely
within simplicial geometry. Clearly the success of such an approach must depend
largely on the mathematical sophistication of the user. In the remainder of this guide
we shall adopt a bilateral approach, attempting to interpret inferences from ourcompositional data problems both from the logratio analysis approach and thestaying- in-the-simplex approach.

First in the next section we give a concise account of the algebraic-geometricstructure of the simplex.

2.3 The algebraic-geometric structure of the simplex

2.3.1 Introduction
The purpose of this section is to provide a reasonably agreed account in terms ofterminology and notation of the algebraic-geometric structure of the unit simplex as astandard sample space for those compositional data analysts wishing to adopt astaying- in-the-simplex approach as an alternative to logratio transformation
techniques. Emphasis is placed on the metric vector space structure of the simplex,
with perturbation and power operations, the associated metric, the importance ofbases, power-perturbation combinations, and simplicial subspaces in range and nullspace terms. Concepts of rates of compositional change, including compositional
differentiation and integration are also considered. For compositional data sets, somebasic ideas are discussed including concepts of distributional centre and dispersion,and the fundamental simplicial singular value decomposition. The sources of the ideas
are dispersed through the References and will not be cited throughout the text.

32

Chapter 2 The simplex sample space

2.3.2 Compositional vectors
Compositions, positive vectors with unit, 100 per cent or some other constant sum, area familiar, important data source for geologists. Since in compositional problems themagnitude of the constant sum is irrelevant we assume that the data vectors have beenstandardised to be of unit sum; we then regard a generic D-part composition, such as
ten major oxides or sedimental sand, silt, clay, to take the form of a row vector
x = [ x1 , . . . , x D ], where the x i (i = 1, . . . , D ) are the components, proportions of theavailable unit, and the integers 1, . . . D act as labels for the parts. We have chosen
the convention of recording compositions as row vectors since this conforms with thecommon practice of setting out compositional data with cases set out in rows andparts such as major oxides in columns. Such a convention also conforms with practicein such software as MSExcel. Thus a data set consisting of N D-part compositions x1 ,. . . , xN may be set out as an N × D matrix X = [x1 ; . . . ; xN], where the semi-colon
is used to indicate that the next vector occurs in the next row.

As in standard multivariate analysis marginal concepts are important. For
compositions and the simplex the marginal concept is a subcomposition, such as the
CNK (CaO, N2 O, K2O)-subcomposition of a major oxide composition. For example
the (1, . . . C)-subcomposition of a D-part composition [ x1 , . . . , x D ] is defined as[ s1 ,..., sC ] = C [ x1 ,..., xC ] = [ x1 ,..., xC ] /( x1 +... + xC ).

Note that the ‘closure’ operator C standardises the contained vector by dividing by thesum of its components so that a subcomposition consists of components summing tounity. In geometric terms formation of a subcomposition is geometrically a projection.

2.3.3 The algebraic-geometric structure of the unit simplex
The sample space associated with D-part compositions is the unit simplex:
S D = {[ x1 ,..., x C ] :x i > 0 ( i = 1,..., D ), x 1 +...+ x D = 1}.

The fundamental operations of change in the simplex are those of perturbation andpower transformation. In their simplest forms these can be defined as follows. Given

33

Chapter 2 The simplex sample space

any two D-part compositions x , y ∈ S D their perturbation isx ⊕ y = C [ x1 y1 ,..., x D y D ],where C is the well known closure or normalizing operation in which the elements ofa positive vector are divided by their sum; and given a D-part composition x ∈ S D
and a real number, a the power transformed composition isa ⊗ x = C [ x1a ,..., x aD ]Note that we have used the operator symbols ⊕ and ⊗ to emphasize the analogy withthe operations of displacement or translation and scalar multiplication of vectors in
R D . It is trivial to establish that the internal ⊕ operation and the external ⊗ ?operation?define a vector or linear space structure on S D . In particular the ⊕ operation defines
an abelian group with identity e = [1, . . . ,1] / D . We record a few of the simple
properties of ⊕ and ⊗ :x ⊕ y = y ⊕ x , ( x ⊕ y ) ⊕ z = x ⊕ ( y ⊕ z), a ⊗ ( x ⊕ y ) = ( a ⊗ x ) ⊕ (a ⊗ y ).

The operator Θ , the inverse of ⊕ , is simply defined byxΘ y = C [ x1 / y1 ,..., x D / y D ]and plays an important role in compositional data analysis, for example in theconstruction of compositional residuals.

The structure can be extended by the introduction of the simplicial metric∆: S D × S D → R≥0defined as follows:
2
D 
xi
yi  
∆ ( x, y ) = ∑ log
− log
 
g( y)   i=1  g ( x)


1/ 2

2
D 
xi
yi  =  ∑ log
− log  
y j   i< j  x j



34

1/2

( x , y ∈ S D ),

Chapter 2 The simplex sample space

where g( ) is the geometric mean of the components of the composition. The metric∆ satisfies the usual metric axioms:

M1 Positivity :∆ ( x, y ) > 0( x ≠ y), ∆( x , y ) = 0 ( x = y)

M2 Symmetry:∆ ( x, y ) = ∆ ( y , x)

M3 Power relationship:∆ (a ⊗ x, a ⊗ y ) =| a | ∆ ( x, y )M4 Triangular inequality:∆ ( x, z ) + ∆ ( z , y ) ≥ ∆( x, y)

The fact that this metric has also desirable properties relevant and logically necessary,such as scale, permutation and perturbation invariance and subcompositional
dominance, for meaningful statistical analysis of compositional data is now wellestablished and the relevant properties are recorded briefly here:
M5 Permutation invariance: ∆ ( xP, yP) = ∆ ( x, y) , for any permutation matrix P.
M6 Perturbation∆ ( x ⊕ p , y ⊕ p ) = ∆ ( x, y ) ,invariance:

where

p

is

any

perturbation.
M7 Subcompositional dominance:

if sx and sy

are similar, say (1, . . . , C)-

subcompositions of x and y, the n ∆ S C ( s x , s y ) ≤ ∆ S D ( x, y) .

It is possible to go to even more mathematical sophistication for the unit simplex ifeither theoretical or practical requirements demand it. For example, consistent withthe metric ∆ is the norm ||x||, defined byx || x || = ∆ ( x, e) = ∑  log i g (x ) i =1 
D2

2

2

and the inner product, defined byD〈 x , y 〉 = ∑ log
i =1

xi
yi
log
,
g( x)
g( x)

where e is the identity perturbation [1, . . . , 1]/D. An interesting aspect of these
extensions is that an inner product 〈 b, x 〉 can be expressed as

35

Chapter 2 The simplex sample space

D

D
bi
xi
∑ log g (b) log g (x ) = ∑ ai log x i
i =1
i =1

where a = log{ b / g (b)} and so a1 + . . . + a D = 0 . Thus inner products play the role oflogcontrasts, well established as the compositional ‘linear combinations’ required inmany forms of compositional data analysis such as principal component analysis andinvestigation of subcompositions as concomitant or explanatory vectors.

2.3.4 Generators, orthonormal basis and subspaces
As for any vector space generating vectors, bases, linear dependence, orthonormalbases and subspaces play a fundamental role and this is equally true for the simplex
vector space. In such concepts the counterpart of ‘linear combination’ is a powerperturbation combination such as
x = ( u1 ⊗ β 1) ⊕...⊕ (u C ⊗ β C )and such combinations play a central role. In such a specification the β ’s arecompositions regarded as generators, and the combination generates some subspace of
the unit simplex as the real number u-coefficient vary. When this subspace is thewhole of the unit simplex then the β ’s form a basis. Generally a basis should bechosen such that the generators are ‘linearly independent’ in the sense that β 1,..., β C
are linearly independent if and only if(u1 ⊗ β 1) ⊕...⊕ ( uC ⊗ β C )= e

⇒ u1 =...= uC = 0 .

For S D , which is essentially a (D –1)-dimensional space, a linearly independent basis
has D –1 generators, and important among such basis are those which form an
orthonormal basis, say with generators

β 1,..., β D−1

which have unit norm|| β i||= 1 (i = 1,..., D − 1) , and are orthogonal in the sense that 〈 β i , β j 〉 = 0(i ≠ j ) .

As on any vector space a set of C orthonormal generators can be easily extended toform an orthonormal basis of S D . Later in Section 2.3.7 we shall see that orthonormal
36

Chapter 2 The simplex sample spacebases a central role in a data-analytic sense in terms of the simplicial singular value
decomposition of a compositional data set.

As in standard multivariate analysis range and null spaces play an important andcomplementary role in such areas of data investigation as compositional regression ,principal logcontrast component analysis and in the study of compositional processes.
The set Β = [ β 1;...; β C ] of linearly independent generators identifies a range space
range (Β) = {x : x = (u1 ⊗ β 1) ⊕...⊕ (u C ⊗ β C ),u i ∈ R1 (i = 1,..., C )}namely the subspace of dimension C generated by the compositions in Β . Similarly
associated with Β can be defined a null spacenull ( Β) = {x : 〈 β 1, x 〉 = 0,..., 〈 β C , x〉 = 0}a subspace of dimension D – C – 1. Range and null spaces are essentially equivalent
ways of expressing certain constraints which may apply to compositions. The
relationship of these equivalences is simple. For example, the null spacecorresponding to range(Β ) above is null( Β⊥ ) where Β ⊥ is the comple tion of a basis
orthogonal to Β ; similarly null( Β) = range (Β ⊥ ) . As defined, these range and nullspaces contain the identity e of S D . It is often convenient to allow a displacement sothat they contain a specified composition ξ : all that this requires is the specification of
the range space above to start with ξ -i.e., x = ξ ⊕ range(B ) -, and the zero values of
the inner products in the specification of the null space to be replaced by〈 β 1, x − ξ 〉 ,..., 〈 β C , x − ξ 〉 .

2.3.5 Differentiation, integration, rates of change
Clearly in compositional processes rates of change of compositions are important andhere we define the basic ideas. Suppose that a composition x (t ) depends on somecontinuous variable t such as time or depth. Then the rate of change of thecomposition with respect to t can be defined as the limit

37

Chapter 2 The simplex sample space

Dx (t ) = lim dt− > 01d⊗ ( x(t + dt )Θx(t)) = C (exp( log x( t )))dt
dt

where d/dt denotes ‘ordinary’ derivation with respect to t. Thus, for example, ifx ( t) = ξ ⊕ h( t) ⊗ β , then Dx( t ) = h'( t ) ⊗ β . There are obvious extensions throughpartial differentiation to compositional functions of more than one variable. We notealso that the inverse operation of integration of a compositional function x (t ) over aninterval (t 0 , t) can be expressed as∫ x(t )dt = C (exp( ∫ log x(t ) dt )).
t

t0

2.3.6 Distributional concepts in the simplex
For statistical modelling we have to consider distributions on the simplex and theircharacteristics. The well-established ‘measure of central tendency’ ξ ∈S D which
minimizes E(∆(x, ξ)) isξ = cen ( x ) = C (exp( E (log x )))satisfying certain necessary requirements, such as cen (a ⊗ x ) = a ⊗ cen ( x ) andcen ( x ⊕ y) = cen ( x ) ⊕ cen( y ).

There are a number of criteria which dictate the choice of any measure V(x) ofdispersion and dependence which forms the basis of characteristics of compositionalvariability in terms of second order moments:(a)Is the measure interpretable in relation to the specific hypotheses andproblems of interest in fields of application?

(b)

Is the measure conformable with the definition of center associated with thesample space and basic algebraic operation?

(c)Is the measure invariant under the group of basic operations, in our case thegroup of perturbations? Is dis ( p ⊕ x) = dis ( x) for every constant perturbation

38

Chapter 2 The simplex sample spacep? (Recall the result in Section 1.8.1 that for y ∈ R D the covariance matrix V
is invariant under translation: V(t + y) = V(y)).
(d)

Is the measure tractable mathematically?

To ensure a positive answer to (a) we must clearly work in terms of ratios of thecomponents of compositions to ensure scale invariance. At first thought this mightsuggest the use of variances and covariances of the form

var(x i/x j) and cov(x i /x j , xk / x l ).

Unfortunately these are mathematically intractable because, for example, there is no
exact or even simple approximate relationship between var(x i/x j) and var(x j/x i).
Fortunately we already have a clue as to how to overcome this difficulty in theappearance of logarithms of ratios of components both in the central limit theorem at
Section 1.8.3 and in the definition of the center of compositional variability. It seems
worth the risk therefore of apparently complicating the definition of dispersion anddependence by considering such dispersion characteristics asvar{log(x i /x j )}, cov{log(x i /x j )} , log(x k /x l ) .

Obvious advantages of this are simple relationships such as

var{log(x i/x j)} = var{log(x j/x i)}
cov{log(x i /x j ) , log(x l /x k )} = cov{log(x i /x j ) , log(x l /x k ).
There are a number of useful and equivalent ways (Aitchison, 1986, Chapter 4) inwhich to summarize such a sufficient set of second-order moment characteristics. For
example, the logratio covariance matrix?
Σ ( x ) = cov( alr ( x )) = [cov{log( xi / x D ), log( x j / x D )}]using only the final component x D as the common ratio divisor, or the centered

39

Chapter 2 The simplex sample spacelogratio covariance matrix

G(x) = cov{clr(x)} = [cov{log(x i /g(x)), log(x j /g(x))}].

My preferred summarizing characteristic is what I have termed the variation matrix

T(x) = [t ij ] = [var{log(x i /x j )}].
Note that T is symmetric, has zero diagonal elements, and cannot be expressed as thestandard covariance matrix of some vector. It is a fact, however, that S, G and T are
equivalent: each can be derived from any other by simple matrix operations(Aitchison, 1986, Chapter 4). A first reaction to this variation matrix characterization
is surprise because it is defined in terms of variances only. The simplest statisticalanalogue is in the use of a completely randomized block design in, say, an industrial
experiment . From such a situation information about var(yi - yj) for all i, j is asufficient description of the variability for purposes of inference.

So far we have emphasized criteria (a), (b) and (d). Fortunately criterion (c) is
automatically satisfied since, for each of the dispersion measures dis ( p ⊕ x) = dis ( x)for any constant perturbation p. We should also note here that the dimensionality of
the covariance parameter is ½ D(D -1) and so is as parsimonious as corresponding
definitions in other essentially (D-1)-dimensional spaces.

To sum up, importantly these dispersion characteristics are consistent with thesimplicial metric defined above and satisfy the following properties:dis( a ⊗ x ) =| a|2 dis( x) , for any scalar a in R;dis( x ⊕ p) = dis( x ) , for any constant perturbation p;dis( x ⊕ y) = dis( x) + dis( y ) , for independent x, y.

2.3.7 Relevance to compositional data sets

40

Chapter 2 The simplex sample space

There are substantial implications in the above development for the analysis of a
N × D compositional data set X = [ x1 ; . . . ; x N ] . A main feature is that the estimateof the centre ξ is given by ξ$ = C ( g1 , . . . , g D ) , gi is the geometric mean of the ith
component of the N compositions. Measures of dispersion are simply estimated fromthe estimated variances of the appropriate logratios.

There is for the simplex a central result, analogous to the singular value
decomposition for data sets associated with the sample space RD, which plays acentral role. Any N x D compositional data matrix X with nth row composition x n canbe decomposed in a perturbation-power form as follows
x n = ξ ⊕ (u n1s1 ⊗ β 1 ) ⊕ . . . ⊕ ( u nm s m ⊗ β m )where ξ is the centre of the data set, the s’s

are positive ‘singular values’ indescending order of magnitude, the β ’s are compositions, m ( ≤ D − 1 ) is a readily
defined rank of the compositional data set, and the u’s are power components specificto each composition. In a way similar to that for data sets in RD we may consider anapproximation of order r <m to the compositional data set given byx n( r) = ξ ⊕ (u n1 s1 ⊗ β1 ) ⊕ . . . ⊕ (u nr s r ⊗ β r ).

Such an approximation retains a proportion( s12 + . . . + sr2 ) /( s12 + . . . + s m2 )of the total variability of the N × D compositio nal data matrix as measured by thetrace of the centered logratio covariance matrix or equivalently in terms of total
mutual distances asN( N ( N − 1)) −1 ∑ ∆2 ( x n' , x n ).
n ' <nWe may also note here that the power-perturbation expression of the singular value
decomposition has exactly the same form as regression of a composition on some set

41

Chapter 2 The simplex sample spaceof variables. The form is exactly that of what would obtained if the logratio form ofregression analysis in Aitchison (1986, Chapter 7) were transformed back into termsof the simplex.

2.4 Useful parametric classes of distributions on the simplex

2.4.1

Introduction

In this section we first present some results in distributional calculus leading to acentral limit theorem analogous to the role of the multivariate normal limit in real
space. This leads us to the definition of a number of useful parametric classes of
distributions on the simplex sample space.

2.4.2

Generating functions for simplicial distributions
D

The characteristic and moment generating functions for distributions in R

arefamiliar useful tools of distributional analysis. It is relatively easy to design theDanalogous tools for the study of simplicial distributions in S . The transform which
seems to be most suited to this purpose is a multivariate adaptation of the Mellintransform. Let
U D = {[ u1 . . . u D ]: u1 + . . . + uD = 0} .
Suppose that a composition x ∈ S D has density function f ( x) . Then define its Mellin
generating function M x : U D → R+1 by the relationshipM x ( u) = ∫ D x1u1 . . . x DuD f ( x ) dx .
S

Note that the restriction of the vector u to the hyperplane U D rather than R D is
dictated by the need to meet the requirement of scale invariance, here ensured by thefact that integrand is expressible in terms of ratios of the components of x. The Mellin
generating function has perturbation, power and limit properties similar to additive42

Chapter 2 The simplex sample spaceand scale properties of characteristic and moment generating functions for
distributions in RD.
Property M1. M x ( 0) = 1.

Property M2. If x and y are independent compositions thenM x ⊕ y ( u) = M x ( u) M y ( u).

Property M3. If a ∈ R1 is a scalar then M a⊗ x ( u) = M x ( au).

Property M4. If b is a fixed perturbation thenM b⊕ x (u ) = b1u1 . . . bDuD M x (u ).

Property M5. Combining M2 and M3, if x and y are independent compositionsthenM ( a⊗ x ) ⊕( b⊗ y ) = M x ( au) M y (bu ).

Property M6. Moment generating properties. In a manner similar to the use of
moment- generating functions in RD we can obtain expansions which produce
moments of any orderD

log M x (u ) = ∑ ui log ξi − 14 uTu t + terms of higher order,i= 1

where ξ and Τ are the centre and D × D variation matrix with (i, j) element
var{log( xi / x j )} of the distribution. Moments can also be found through adifferentiation process but we shall not pursue that here; see Aitchison (2001,
Section 6) for details.

Property M7. A limit property. Let {x n } be a sequence of compositions with density
functions {f n } and Mellin transforms {Mn }. If M n ( u) → M ( u) and M(u) is the
Mellin transform of f(x) then f n converges in distribution to f.

43

Chapter 2 The simplex sample space

2.4.3 Central limit theorem for compositions
An obvious question to ask about compositional variability is whether there is ananalogue of the well known limiting results for sequences of additive andmultiplicative changes leading to normal and lognormal variability through the central
limit theorems. As we have already noted the relationship in Section 1.8.3 depicts theresult of a sequence of independent perturbations. In exactly the same way as moment
generating functions can be used to establish central limit theorems in RD so we could
use the above properties of the Mellin generating function to establish a similar resultfor x n in (???). A simple ve rsion for the case wherepr (r = 1, 2, . . . ) are

independently and identically distributed with centre cen ( p r ) = ξ = [ξ1 . . . ξD ] andvariation matrix Τ ( pr ) = Τ leads to the following limiting Mellin generating function
for yn = n −1/2 xn : DM ( u) = exp  ∑ ui log ξii − 14 uTu T  .
 i=1
Alternatively we can very simply use transformation techniques to obtain an additive
central limit theorem by rewriting the perturbation sequence it in terms of logratios:

log(x ni/xnD) = {log(p1i/p1D) + . . . + log(pni/pnD)} + log(x 0i/x 0D) (i = 1, ..., D - 1).
If the perturbations are random then the sum within the brackets will, under certain
regularity conditions which need not divert us here, tend for large n towards a
multivariate normal pattern of variability. It is a simple application of distribution
theory to deduce the form of the probability density function f ( x) on the unit
simplex asf ( x ) = det( 2πΣ ) − 1 / 2 ( x 1...x D ) − 1 exp{ − 12 ( alr ( x ) − µ ) Σ − 1 ( alr ( x ) − µ ) T }where µ is (D – 1) row vector, Σ a positive definite square matrix of order D-1. This

44

Chapter 2 The simplex sample spaceis the parametric class of additive logistic normal distributions LD −1 ( µ , Σ ) describedby Aitchison and Shen (1980). This result differs from the Mellin transform result
only in the parameterization of the parameters. We use the notation LD (ξ , Τ ) todenote the distribution in this parameterization.

2.4.4 Parametric classes of distributions
The emergence of the logistic normal distribution LD −1 ( µ , Σ ) or LD (ξ , Τ ) in a central
limit theorem ensures for this parametric class of distributions a central role in the
study of distributions on the simplex in a way similar to the multivariate normal andlognormal distributions in R D and R+D . In particular, in addition to simple logistic
normal subcompositional and conditional properties, this class of distributions has theessential and useful properties of being closed under the basic simplex operations of
perturbation and power; see Aitchison (1986, Chapter 6) for details.
In contrast the popular Dirichlet class Di(α ) on the simplex with density functionf ( x) ∝ x1α1 , , , x αDD

f

(

x

)

∝

(x ∈ X D )

x

α
1

1

K

x

α
d

has so many drawbacks that it has virtually no role to play in simplicia l inference. For
example, it has no simple perturbation or power transformation properties and so is
ill-suited to the basic operations of the simplex. Moreover, it has so many inbuilt
independence properties that, apart from being a model of extreme independence, it
has almost no role to play in the investigation of the nature of the dependence
structure of compositional variability.
There are other classes of distributions on S D . The fact that the LD −1 ( µ , Σ ) class is
simply related to the multivariate normal class in R D −1 by way of the alrtransformation led Aitchison (1986) to consider other transformations from S D to
R D −1 to define other logistic- normal classes of distributions, the multiplicative andpartitioned classes, which are directed at specific practical problems in compositional
data analysis; see Aitchison (1986, Sections 6.14, 6.18) for details. Also Aitchison

45dChapter 2 The simplex sample space(1985, 1986, Section 13.4) extends the LD −1 ( µ , Σ ) class by the introduction of asingle parameter to produce a generalization which includes both the Dirichlet classand the logistic normal class. While this is a useful extension it is somewhat restrictedby computational problems involving multiple integrals. A more promising
generalization, which is simpler computationally, is an extension basedon therecently introduced multivariate skew normal class of distributions (Azzalini andDella Valle, 1997). In terms of a class of distributions on the simplex a composition x
can be said to have a logistic skew normal distribution if alr(x) has a multivariate
skew normal distribution. For recent applications of this class to compositiona l data
problems, see Mateu-Figueres, Barceló-Vidal and Pawlowsky-Glahn (1998),
Aitchison and Bacon-Shone (1999).

For comparison with the fitting of parametric distributions to simplicial data or for use
when there is no satisfactory parametric class, resort may be made to a non-parametricapproach through kernel density estimation (Aitchison and Lauder, 1985).

2.5 Logratio analysis and the role of logcontrasts
In unconstrained multivariate analysis with sample space RD substantial use is madeof properties of linear combinations (transformations) of the components of vector
observations, for example in all techniques involving eigen-analysis. Inspection of theforms involved in the definitions of geometric centre, dispersion matrices, Mellin
generating function, and the distribution emerging from the central limit theorem
suggest that the simplex analogue of a linear combination is a logcontrast (Aitchison,1983) of a composition x defined by
a1 log x1 + . . . + a D log x D , where a1 + . . . + a D = 0 .

Such linear contrasts have also emerged naturally as inner product in our study of thealgebraic-geometric structure of the simplex space. Just as linear combinations can beused to define subspaces of the vector space RD by way of null spaces or range spaces,
so logcontrasts can be used to identify subspaces of the already identified vector

46

Chapter 2 The simplex sample space

space S D through, for example, logcontrast principal component analysis. We shallsee later the role that such logcontrasts play in statistical analysis. The main
distributional result for logcontrasts can be expressed as follows.

Property L1. If composition x has geometric center ? and variation matrix ? then thevector l = [l1 , . . . , lC ] ∈ RC , whereDl r = ∑ ari log x i( r = 1, K, C )i =1

has moment generating function G(t), where t = [t 1 , . . . , t C], given by Gl (t) =Mx(tAT ), where A = [ari]. A corollary of this result is that, if x follows a LD(?,?)
distribution, then l follows a N C {(log ξ ) A,− 12 A T ΤA} distribution.

We may comment here on the negative signs that appear in this last result. This isbecause of the nature of the variation matrix ?. This can easily be shown to have arestricted form of negative definiteness in the sense that, for any u ∈ U D , u? uT , sothat the covariance matrix − 12 A T ΤA in the above result is positive definite.

2.6 Simple estimation
Compositional data, in the form of N compositions each with D parts can be set out inthe form of a N × D matrix X = [ x ni ] , where x ni is the ith component of the nthcomposition. In such a compositional data matrix compositions are set out in the rows
and the part components are set out in the columns. We shall denote the nth row of thematrix, the nth composition, by x n .
The estimation of such central characteristics as µ , λ and dispersion matrices Σ , Γ isstraightforward. The transformation alr and clr produce vectors in real space so thatmean vectors and covariance matrices are estimated exactly as in standard
unconstrained multivariate statistics. In matrix notation, with j N denoting a N-row
vector with unit elements, we have estimates as follows:

47

Chapter 2 The simplex sample space∧µ = (1 / N ) j NT alr ( X ),
∧

∧

∧ T

Σ = {1 / ( N − 1)}{alr ( X ) alr ( X ) T − N µ µ } ,∧λ = (1 / N ) j NT clr( X ),
∧

∧

∧ T

Γ = {1 / ( N − 1)}{clr( X ) clr ( X ) T − N λ λ } .

Considerable insight can be given to the transformation technique by considering asimple application. We choose as a data set the (A, B, C) subcomposition of the
hongite data of Table 1.1.1a. Such three-part compositions can be plotted in atriangular or ternary diagram in the following way. Figure 2.6.a shows an equilateraltriangle with vertices 1, 2, 3 and with unit altitude. In such a diagram a three-partcomposition such as [ x1 x 2 x 3 ] can be represented by a point P in the triangle where
x1 , x 2 , x3 are the lengths of the perpendiculars from P to the sides 23, 31, and 12, thesides opposite the vertices 1, 2 and 3. The sum of such perpendiculars for any point
within the triangle is always 1 (this result is apparently known as Viciani’s theorem)
and roughly speaking the nearer the point P is to any vertex the greater is thecorresponding component. The triangle and its four-part counterpart have proved
useful in giving some visual insight into compositional variability. Triangular graphpaper is available commercially for such purposes.

1

x3
x2

P

x1
2

Fig. 2.6.a

3

Representation of a 3-part composition [ x1 x 2 x 3 ] in the reference triangle 123

48

Chapter 2 The simplex sample space

Figure 2.6.b shows the 25 (A, B, C) subcompositions of hongite as 25 points within aternary diagram. Note the apparent curved nature of the data points; this curvature in
the naïve geometry of the simple is quite common, and is another reason why linear
methods such as product- moment correlations are unsuccessful. Figure 2.6.d shows
the plot of the additive logratio vectors in the two-dimensional plane. Note that the
curved nature of the data set in the triangle has been changed to a more ellipticalscatter in the real space.

AlbitaBlandita

Cornita

Fig. 2.6.b ABC subcompositions for 25 hongite specimens

Let us now consider the estimation process with the alr transformation. The estimate∧µ of µ = E {alr ( x)} is [1.600 0.799], and this is shown as the point Q (red) in
Figure 2.6.d. The question of interest is how this point transforms back into theappropriate simplex sample space, in this case triangle ABC. This is achieved bycomputingalr-1 [1.600 0.799] = [0.606 0.272 0.122],and this composition is shown as the point G (red) in the triangle ABC of Figure
2.6.c. It clearly lies within the cluster of data points within the triangle.

This estimated centre is in sharp contrast to what is almost universally quoted in raw
compositional data analysis, namely the arithmetic mean vector of the compositional
data set: (1 / N ) j Nt X , which, for the (A, B, C) subcomposition of hongite, is [0.44349Chapter 2 The simplex sample space

0.229 0.148], substantially different from the centre arrived at through thetransformation process. This composition is plotted as the point A (green) in thetriangle ABC of Figure 2.6.c, and compared with centre G is more like an outlier thana central characteristic.

AlbitaArithmetic Mean
Geometric Mean

Blandita

Cornita

Fig. 2.6.c Arithmetic average composition (A = green) and the geometric centre (G = red) for 3-partcompositional data set in a ternary diagram

4-

Arithmetic Mean
Geometric Mean

32log(Blandita/Cornita)
10-1 -2 -

0'

1'

2'
3'
4'
5'
log(Albita/Cornita)

6'

Fig. 2.6.d Arithmetic average composition (A = green) and the geometric centre (G = red) for 3-partcompositional data set in the logratio diagram.

50

Chapter 2 The simplex sample space

This estimation by alr and alr-1 transformation leads to an estimate of ξ = cen( x ). If[ g1 . . . g D ] denote the geometric means of the D columns of the compositional data

matrix X then it is easy to show that∧µ = [log( g1 / g D )...log( g D−1 / g D )]and then∧alr −1 ( µ ) = C [ g1...g D ] ,which is the estimate of centre.

For the set of full hongite compositions this centre[0.489 0.220 0.099 0.104 0.088],

compared with an incorrect use of the arithmetic mean

[0.443 0.230 0.148 0.096 0.083],

again showing a substantial discrepancy.
We give below the estimates of Σ , Γ , Τ for the hongite compositional data matrix:∧Σ=0.1386
0.2641-0.2233
0.12140.26410.6490-0.70200.1444-0.2233-0.70200.94760.01160.12140.14440.01160.1871

0.06440.1791-0.24410.0145-0.01400.17910.5530-0.7337
0.0266-0.0249-0.2441-0.73370.9803-0.04190.03940.01450.0266-0.04190.0475-0.0467∧Γ=

51-0.0140-0.0249
0.0394-0.0467
0.0462

Chapter 2 The simplex sample space∧Τ=00.2593
1.53290.08280.1386

0.259303.00070.54730.64901.53293.000701.11150.94760.08280.5473
1.111500.18710.13860.64900.94760.18710

We shall see later as we develop our methodology the various ways in which thesemeasures of dispersion come into play. For the moment we concentrate on a simp lepoint. Hopefully by now early warners of the fallacy of using raw product- moment
correlations such as Chayes (1960, 1962), Krumbein (1962), Sarmanov and Vistelius(1959) have reinforced Karl Pearson’s century-old warning and have at least raised
uneasiness about interpretations of product- moment correlations cov(x i , x j). Relative
variances such as var{log(x i /x j )} provide some compensation for such deprivation ofcorrelation interpretations. For example, var{log( xi / x j )} = 0 means a perfectrelationship between x i and x j in the sense that the ratio x i / x j is constant, replacing
the unusable idea of perfect positive correlation between x i and x j by one of perfectproportionality. Again, the larger the value of
departure from proportionality with

var{log( xi / x j )} the more thevar{log( x i / x j )} = ∞replacing the unusableidea of zero correlation or independence between x i and x j. For scientists who areuneasy about scales that stretch to infinity we can easily provide a finite scale byconsidering 1 − exp( − τ ij ) as a measure of relationship between components x iand x j . The scale is now from 0 (corresponding to lack of proportional relationship )and 1 (corresponding to perfect proportional relationship). Note that if we are reallyinterested in hypotheses of independence these are most appropriately expressed interms of independence of subcompositions. For example independence of the (1, 2,3)- and (4, 5)-subcompositions would be reflected in the following statements:cov{log(x 1 /x3 ), log(x 4 /x5 )}= 0, cov{log(x 2 /x3 ), log(x 4 /x 5 )} = 0.
Finally we can provide an analogue of the rough-and-ready normal 95 percent rangeof mean plus and minus two standard deviations. This is expressed in terms of ratios
x i/x j and a signed version of a coefficient of variation:

52

Chapter 2 The simplex sample spacecv =var{log( x i / x j )}| E{log( x i / x j )}|giving gi  gj

1 −2 cv

g x≤ i ≤  i 
xj  gj

1 +2 cv,

where g i , g j are the geometric means of the ith and jth components.
D

In the study of unconstrained variability in R it is often convenient to have available
a measure of total variability, for example in principal component analysis and in
biplots. For such a sample space the trace of the covariance matrix is the appropriate
measure. Here we might consider trace(G) the trace of the symmetric centeredlogratio covariance matrix. Equally we might argue on common sense grounds thatthe sum of all the possible relative variances in Τ , namely∑ var{log( x / x )} ,
i< j

i

j

would be equally good. These two measures indeed differ only by a constant factor
and so we can define totvar(x), a measure of total variability, as

totvar ( x) = trace( Γ) =  x 
1
var log  i ∑
D i< j  x j 

We may also note here that our scalar measure of distance, the simplicial metric, iscompatible with the above definitions of covariance analogous to the compatibility of
Euclidean distance with the covariance matrix of an unconstrained vector. As an
illustration of this consider how we might construct a measure of the total variability
for a N × D compositional data set . The above definition suggests that we may

53Chapter 2 The simplex sample spaceobtain such a total measure, totvar1 say, by replacing each var{log( xi / x j )} in thedefinition of totvar its standard estimate. An alternative intuitive measure of total
variation is surely the sum of all the possible distances between the N compositions,
namelytotvar2 ( x) = ∑ ∆2 ( x m , xn ) ,m< nwhere here x m , x n denote the mth and nth compositions in X. The easily establishedproportional relationship totvar1 = [D/{N(N-1)}] totvar2 confirms the compatibilityof the defined covariance structures and scalar measures of distance for compositionalvariability.

Note on subcomposional analysis.

If interest may be in subcompositions of the fullcomposition then the relative variation array is particularly useful. This is because thevariation array of any subcomposition is simply obtained by picking out all thelogratio variances associated with the parts of the subcomposition.

A caveat on the use of the centred logratio covariance matrix. Because of thesymmetry of the centred logratio covariance Γ there is a temptation to imagine thatcorr [log{x i / g ( x)}, log{x j / g ( x )}] is somehow a sound measure of a relationshipbetween x i , x j . Although the centred logratio covariance and correlation matrices
possess scale invariance, any correlation interpretation is subcompositionallyincoherent. This is because the geometric mean divisor changes with the move fromfull composition to subcomposition. A simple example can illustrate this. For hongite,
the centred correlation matrix associated with the (A, B, D, E) subcompositions is
A

B

D

E

A 1,00000
B 0,74025
D -0,86129
E -0,02096

0,74025
1,00000-0,89208-0,34832-0,86129-0,89208
1,00000-0,08899-0,02096-0,34832-0,08899
1,00000

whereas the (A, B, D, E) correlations extracted from the centred logratio correlation
matrix for the full composition (A, B, C, D, E) is

54

Chapter 2 The simplex sample space

A
B
C
D
E

A

B

c

1,00000
0,94865-0,97117
0,26291-0,25602

0,94865
1,00000-0,99656
0,16410-0,15593-0,97117-0,99656
1,00000-0,19412
0,18519D
0,26291
0,16410-0,19412
1,00000-0,99765E-0,25602-0,15593
0,18519-0,99765
1,00000

Notice the substantial differences, particularly in the correlation between A and D,
from 0.26291 in the full composition to –0.86129 in the subcomposition. It is clearthat two scientists, one working with full compositions and the other with the (A, B,
D, E) subcompositions will not agree using centred logratio correlations. Despite thiswe shall see that the centred logratio covariance matrix does have a useful role to playin compositional data analysis.

2.7 Simple hypothesis testing: the lattice approach

2.7.1 Introduction
In most of our applications we shall be assuming that there is a sufficiently generalparametric model which is the most complex we would consider as capable ofexplaining, or useful in explaining, the experienced pattern of variability. We arehesitant, however, to believe that the complexity of the model with its many
parameters is really necessary and so postulate a number of hypotheses which provide
a simpler explanation of the variability than the model. These hypotheses placeconstraints on the parameters of the model or equivalently allow a reparametrisationof the situation in terms of fewer parameters than in the model. We can then usuallyshow the hypotheses of interest and their relations of implication with respect to eachother and the model in a diagrammatic form in a lattice. The idea is most simply
conveyed by a simple example.

2.7.2 Example
Suppose that our data set consists of the measurements of some characteristic of asediment, such as specific gravity or, in a compositional problem, logratio of sand toclay components, at different depths in a lake bed. Suppose that our aim is to explore
the nature of the dependence, if any, of characteristic y on depth u, and that we areprepared to assume that the most complex possible dependence is with expected

55

Chapter 2 The simplex sample spacecharacteristic of the form α + β u + γ u 2 + δ log u . The lattice of Figure 2.7.a provides
a number of possible hypotheses for investigation. Note the following features of sucha lattice. The hypotheses and model have been arranged in a series of levels. At thehighest level is the model with its four parameters; at the lowest level is the
hypothesis of no dependence on depth, of essentially random unexplained variation of
the characteristic with only one parameter α representing the mean of the randomvariation. At intermediate levels are hypotheses of the same intermediate complexity,
requiring the same number of parameters for their description: for example, the two
hypotheses at level 2 correspond to a logarithmic dependence and lineard dependence
α + β u on depth. When a hypothesis at a lower level implies one at a higher level,

the lattice shows a line joining the two hypotheses: for example, the hypothesisγ = δ = 0 at level 2 implies γ = 0 and implies δ = 0 at level 3 and so the associatedjoins are made, whereas β = γ = 0 at level 2 does not imply δ = 0 at level 3 and so no
join is made. In short, the lattice displays clearly the relative simplicities and thehierarchy of implication of the hypotheses and their relation to the model.

There is much to be said for having a clear picture of the lattice of hypotheses ofinterest before attempting any statistic analysis of data and indeed before embarking
on any experimental or observational exercise.

56

Chapter 2 The simplex sample space

Fig. 2.7.a Lattice of hypotheses within the model with expected characteristic of the form

α + βu + γu 2 + log u .

2.7.3 Testing within a latticeOnce the model and relevant hypotheses have been set out in a lattice how should weproceed to test the various hypotheses? The problem is clearly one of multiple
hypotheses testing with no optimum solution unless we can frame it as a decision
problem with a complete loss structure, a situation seldom realised for such problems.
Some more ad hoc procedure is usually adopted. In our approach we adopt thesimplicity postulate of Jeffreys (1961), which within our context maybe expressed asfollows: we prefer a simple explanation, with few parameters, to a more complicatedexplanation, with many parameters. In terms of the lattice of hypotheses, therefore,
we will want to see positive evidence before we are prepared to move from a lower
level to one at a higher level. In terms of standard Neyman-Parson testing the settingof the significance level ε at some low value may be viewed as placing some kind ofprotection on the hypothesis under investigation: if the hypotheses is true our test has
only a small probability, at most ε , of rejecting it. With this protection, rejection of ahypothesis is a fairly positive act: we believe we really have evidence against it. This

57

Chapter 2 The simplex sample space

is ideal for our view of hypothesis testing within a lattice under the simplicity
postulate. In moving from a lower level to a higher level we are seeking a mandate tocomplicate the explanation, to introduce further parameters. The rejection of ahypothesis gives us a positive reassurance that we have reasonable grounds formoving to this more complicated explanation.

Our lattice testing procedure can then be expressed in terms of the following rules.

1.

In every test of a hypothesis within the lattice, regard the model as thealternative hypothesis.

2.

Start the testing procedure at the lowest level, by testing each hypothesis atthat level within the model.

3.

Move from one level to the next higher level only if all hypotheses at thelower level are rejected.

4.

Stop testing at the level at which the first non-rejection of a hypothesis occurs.
All non-rejected hypotheses at that level are acceptable as ‘working models’on which further analysis such as estimation and prediction may be based.

2.7.4

Construction of tests

For the construction of ha hypothesis h within a model m in an unfamiliar situation,
we shall adopt the generalised likelihood ratio principle. In simple terms let L(θ | X )∧∧denote the likelihood of the parameter θ for data and θ h ( X ) and θ m ( X ) denote themaximum likelihood estimates, and∧∧Lh ( X ) = L{θ h ( X )| X ) and Lm ( X ) = L{θ m ( X )| X )denote the maximised likelihood under the hypothesis (h) and the model (m),respectively. The generalised likelihood ratio test statistic is thenR ( X ) = Lm ( X ) / Lh ( X ) ,58

Chapter 2 The simplex sample space

and the larger this is the more critical of the hypothesis h we shall be. When the exact
distribution of this test statistic under the hypothesis h is not known, we shall makeuse of the Wilks (1938) asymptotic approximation under the hypothesis h whichpalaces c constraints on the parameters, the test statistic
Q ( X ) = 2 log{R( X )}is distributed approximately as χ 2 (c ) .

2.8 Compositional regression, residual analysis and regression diagnostics

In terms of the transformation technique of logratio analysis little need be said.
Transformation from compositional vectors to logratio vectors places the analyst in
the position of facing a multivariate linear modelling situation which can be proceedwith in a standard way, with standard unconstained multivariate tests and the usualforms of residual analysis. We shall see an example of this for the Arctic lake
sediment data in the next chapter.

For the staying in the simplex approach compositional regression uses the power andperturbation operations in the following way: for a composition x regressing on a realconcomitant u we would set

x = ξ ⊕ (u ⊗ β ) ⊕ p ,where ξ, β , p are all compositions, ξ playing the role of ‘constant’, β the role of‘regression coefficient’ and p the role of the ‘error term’. The relation to thetransformation version is simply seen sincealr( x) = alr(ξ ) + u alr ( β ) + error,

which could obviously be reparametrised as

59

Chapter 2 The simplex sample spacealr ( x ) = α + uγ + error.

Obviously the estimation of ξ, β can be obtained as alr −1 (α ), alr −1 (γ ) from anapplication of the transformation technique.

Although the staying- in-the-simplex and the transformation technique lead to thesame inferences a main difference will lie in the nature of the interpretation. In thestaying- in-the-simplex approach, for example, the definition of residual will be∧∧x Θ x$ , where xˆ = ξ ⊕ (u ⊗ β ) . We shall see in the next chapter through an example

how all these ideas fit into place.

2.9 Some other useful tools

2.9.1 The predictive distribution as the fitted distribution
In much of statistical work we fit models to describe patterns of variability of ourobserved data and there has been much discussion in statistical circles as to what theappropriate distribution should be. It is clearly beyond the scope of this guide to argue
any case here but let us direct our attention to the use of what have become known as
the predictive distributions. Instead of simply inserting the maximum- likelihood
estimates in the logistic-normal LD ( µ , Σ ) density function (the estimative method), as
it were putting all our eggs in one basket, we average all the possible logistic- normal
density functions taking account of the relative plausibilities of the various ( µ , Σ )parametric combinations. The resulting predictive distribution is what can be termed alogistic-Student distribution with density function∧∧∧f ( x| data ) ∝ ( x1 . . x D ) −1[1 + {alr( x) − µ }[( N − 1)(1 + N −1 ) Σ ] − 1{alr ( x ) − µ } N /2

for compositional data matrix X. For large data sets there is little difference between
estimative and predictive fitted distributions, but for moderate compositional data sets
the difference can be substantial. The fact that geological sets often have N small (a60Chapter 2 The simplex sample space

few rock specimens) and D large (ten or more major oxides) should recommend theuse of the predictive distribution in applications to compositional geology.

2.9.2 Atypicality indices
The fitted density function assigns different plausibilities to different compositions.
Figure 2.9.1 shows a 3-part compositional data set in a ternary diagram with some
contour lines of the fitted predicative distribution. A composition such as C near thecenter is clearly more probable than one such as B in the less dense area: B is moreatypical than C of the past experience. We can express this in terms of an atypicality
index, which is, roughly speaking, the probability that a future composition will be
more typical (be associated with a higher probability density) than the considered
composition. Technically the atypicality index A( x * ) of a composition x * is given by

A( x * ) = ∫ f ( x | data)dx , where R = {x: f ( x| data ) > f ( x * | data )} ,R

and this is easily evaluated in terms of standard incomplete beta functions; for details
see Aitchison (1986, Section 7.10). Atypicality indices lie between 0 and 1, with nearzero corresponding to a composition near the center of the distribution and near 1
corresponding to an extremely atypical composition lying in a region of very low
density. Atypicality indices are therefore useful in detecting possible outliers or
anomalous compositions. For inspection of a given data set it is advisable to use thenow standard jackknife or leaving-one-out technique to avoid resubstitution bias inassessing the atypicality index of any composition in the data set. Again atypicality
indices for such a procedures are readily computable.

61

62

Chapter 3 From theory to practice: some simple apllications

Chapter 3 From theory to practice: some simple applications

3.1 Simple hypothesis testing: comparison of hongite and kongite

A general question that we asked in Example 1 of Section 1.1 was whether any
differences could be detected between the hongite and kongite compositional
experience. After an alr logratio transformation of the compositional vectors we arethen faced with two multivariate normal samples with questions about equality ofmean vectors and covaria nce matrices. We have already obtained the estimates for
hongite in Section 2.6. The corresponding estimations for kongite are as follows.

The kongite centre is [0.486 0.201 0.114 0.105 0.094], again quite different fromthe arithmetic mean [0.438

0.214

0.165

0.097

0.086].

The estimates of Σ , Γ , Τ for the kongite compositional data matrix are:∧

Σ=

0.11310.2352-0.2008
0.09610.23520.6554-0.72310.1061-0.2008-0.72311.05040.0911

0.09610.1061
0.09110.1951

0.06460.18070.2441-0.00140.00020.18070.5949-0.77240.0026-0.0058-0.2441-0.7724
1.0123-0.00120.0054-0.00140.0026-0.00120.0487-0.0487

0.0002-0.0058
0.0054-0.0487
0.04890.29810
3.15200.63840.65541.5652
3.152001.06341.05040.1161
0.63841.063400.1951

0.11310.65541.05040.1951
0

∧

Γ=

∧

Τ=

0
0.2981
1.56520.1161
0.1131

Following the lattice strategy we can set out the model of two completely different
distributions and the hypotheses within that model in a self explanatory lattice
diagram (Figure 3.1). We are now within the structure of standard multivariate

63Chapter 3 From theory to practice: some simple apllications

analysis apart from the constraints of the simplicity postulate in the order and natureof the hypothesis testing within the model. To simplify matters here we use theasymptotic forms of the generalised likelihood ratio test statistics, the Q of Section
2.7, to be compared against appropriate chi-squared percentiles.. The computational
procedures are uninteresting and can be found in Aitchison (1986, Section 7.5). The
only unusual feature is the computation for the hypothesis µ1 = µ 2 with different
covariance matrices, commonly referred to as the Fisher-Behrens problem.

Model
L (π1 , Σ1 )
5

L5 ( µ2 , Σ 2 )No of parameters 28µ1 = µ 2
No of parameters 24
Test statistic 160.8

Level 2

Σ1 = Σ 2
No of parameters 18
Test statistic 10.7

Level 1µ1 = µ 2Σ1 = Σ 2
Test statistic 46.7
Fig. 3.1 Lattice of hypotheses for comparison of hongite and kongite compositions

64

Chapter 3 From theory to practice: some simple apllications

The sequence of tests are then as follows. The hypothesis at level 1, that the hongite
and kongite distributions are identical compares the value of the Q-statistic 46.7
against the 95 percentile of χ 2 (14) , namely 23.7, and so we reject this hypothesis andmove up to testing the hypotheses at level 2. The hypotheses that the mean vectors areequal, allowing different covariance matrices, has a Q-statistic value of 160.8, to becompared with the 95 percentile of χ 2 (34 ) , namely 36.4, and so again thishypothesis has to be rejected. Finally the hypothesis that the covariance matrices areequal but that the mean vectors are different has a Q-statistic value of 10.7 to becompared with the 95 percentile of χ 2 (6) , namely 12.6. Thus we cannot reject thishypothesis and so would conclude that a reasonable working model would assume
equal covariance structure for hongite and kongite but with different mean vectors.
Along the lines of Section 2.9 we could apply the leaving-one-out technique tocompute the atypicality indices of the hongite and kongite sets. For example, for the
hongite set theses are:Speciment
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25

A

B

C

D

E

48,8
48,2
37,0
50,9
44,2
52,3
44,6
34,6
41,2
42,6
49,9
45,2
32,7
41,4
46,2
32,3
43,2
49,5
42,3
44,6
45,8
49,9
48,6
45,5
45,9

31,7
23,8
9,1
23,8
38,3
26,2
33,0
5,2
11,7
46,6
19,5
37,3
8,5
12,9
17,5
7,3
44,3
32,3
15,8
11,5
16,6
25,0
34,0
16,6
24,9

3,8
9,0
34,2
7,2
2,9
4,2
4,6
42,9
26,7
0,7
11,4
2,7
38,9
23,4
15,8
40,9
1,0
3,1
20,4
23,8
16,8
6,8
2,5
17,6
9,7

6,4
9,2
9,5
10,1
7,7
12,5
12,2
9,6
9,6
5,6
9,5
5,5
8,0
15,8
8,3
12,9
7,8
8,7
8,3
11,6
12,0
10,9
9,4
9,6
9,8

9,3
9,8
10,2
8,0
6,9
4,8
5,6
7,7
10,8
4,5
9,7
9,3
11,9
6,5
12,2
6,6
3,7
6,3
13,2
8,5
8,8
7,4
5,5
10,7
9,7

65

Atypicality
index
0,71220,0171
0,19900,03180,7086
0,8284
0,8822
0,96890,10000,98730,16780,70120,81480,74050,26790,75080,72980,1454
0,51350,3501
0,09900,07390,82820,28000,2864

Chapter 3 From theory to practice: some simple apllications

The hongite specimens with atypicality index in excess of 0.95 are specimens no 8
(0.97) and no 10 (0.99). From inspection of the components we can see that for no 8
the atypicality probably arises from the relatively low value of the B component, andfor no 10 the relatively low value of the C component. Clearly we should place thesein a possible outlier category and refer the question of possible reasons to thegeologist.

What remains is to answer the question as to whether the new composition [44.0,
20.4, 13.9, 9.1, 12.6] can be regarded as typical of the hongite experience. Here astraightforward application of the new case atypicality computation of Section 2.9
produces an atypicality index of 0.997, raising substantial doubt as to the hongitenessof this new specimen.

3.2 Compositional regression analysis: the dependence of Arctic lake sediments on
depth

We asked the question in Example 2 of Section 1.1 whether the Arctic lake sedimentsof Table 1.1.2 were dependent of depth and, if so, what is the nature of thedependence. Again the alr transformation of the 3-part sediment compositions
produces two-dimensional vectors in real space and we can then consider astraightforward multivariate (bivariate) regression on some function of depth. In thisrespect we follow the two-dimensional counterpart of the lattice used as an
introductory example in Section 2.7. This is shown in Fig 3.2.a in which the various
hypotheses on the functional form of the regressand and their rela tionships to eachother are detailed. The tests of these hypotheses within the model (based on ratios ofdeterminants of residual matrices) are a familiar part of unconstrained multivariate
analysis and need not be dwelt on here; details can be found in Aitchison (1986,
Sections 7.6-7.9).

66

Chapter 3 From theory to practice: some simple apllications

Fig. 3.2.a Lattice of hypotheses for investigation of the dependence of Arctic lake sediments on water
depth, showing residual determinants |Rh | and significance probabilities Ph .

The test at level 1 dismisses the hypothesis of no dependence on depth. Stepping up tolevel 2 the linear hypothesis is dismissed, but the simple logarithmic hypothesis
cannot be dismissed. If we had in fact reached level 3 we would have found thequadratic and linear- logarithmic dependence hypotheses also acceptable. Lattice
testing prefers the logarithmic dependence because it provides a simpler working
model with only four regression parameters, compared with the six parameters of the
hypotheses at level 3.

The working model in alr logratio terms can thus be expressed in the following terms:log( sand / clay) = α 1 + δ1 log( depth ) + error1,log( silt / clay ) = α 2 + δ2 log( depth) + error2

67

Chapter 3 From theory to practice: some simple apllications

with fitted model:log( sand / clay) = 9.70 − 2.74 log(depth)log( silt / clay) = 4.80 − 110. log( depth ).

It should be emphasised here that this compositional regression is permutation
invariant. In particular, a different choice of divisor in the alr transformation would
have led to compatible results. Indeed the log(sand/silt) regression expression can beobtained by a simple subtraction of the two forms above, givinglog( sand / silt ) = 4.90 − 1.64 log(depth) .

The working model here clearly conforms to theories that as depth increases sandgives way to silt and more so to clay with these differential effects decreasing withdepth. It would be interesting to compare the rates of change associated with suchprocesses for different locations.

The stay-in-the-simplex versions of these are the compositional regression
composition = [0.9928 0.0071 0.0001] ⊕ log( depth) ⊗ [ 0.046 0.238 0.716] .

This provides the same interpretation of the regression as the transformation
regression: as depth increases sand gives way to silt and more so to clay withdifferential effects decreasing with depth. Which characterisation of the regression ischosen may well depend on personal choice.

Here we can show the regression line within the [sand silt clay] ternary diagram as
in Figure 3.2.b. The fit is obviously reasonably convincing.

68Chapter 3 From theory to practice: some simple apllications

Sand

Direction ofincreasing depth

Silt

Fig. 3.2.b

Clay

Arctic sediments and regression line of sediment on logarithm of depth.

Residual analysis can obviously be carried out either in terms of the transformed
regression or in a stay- in-the simplex format. Since the latter is less familiar wedemonstrate it briefly. This simply involves computation and investigation of theresidual compositions, namely composition Θ fitted composition . The residualcompositions here are:sediment
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25

sand
77,5
71,9
50,7
52,2
70,0
66,5
43,1
53,4
15,5
31,7
65,7
70,4
17,4
10,6
38,2
10,8
18,4
4,6
15,6
31,9
9,5
17,1
10,5
4,8
2,6

silt
19,5
24,9
36,1
40,9
26,5
32,2
55,3
36,8
54,4
41,5
27,8
29,0
53,6
69,8
43,1
52,7
50,7
47,4
50,4
45,1
53,5
48,0
55,4
54,7
45,2

clay
3,0
3,2
13,2
6,6
3,5
1,3
1,6
9,8
30,1
26,8
6,5
0,6
29,0
19,6
18,7
36,5
30,9
48,0
34,0
23,0
37,0
34,9
34,1
41,0
52,2

69

res_sand res_silt
0,3661
0,2596
0,37660,30280,15830,22570,2304
0,35230,50810,2751
0,55500,3614
0,3727
0,5461
0,36920,27280,0837
0,26650,20440,21800,60400,2036
0,7652
0,21810,15180,29520,16700,4747
0,50520,23290,1816
0,31180,31100,28850,07600,27430,31820,2887
0,61100,20310,25300,33380,4127
0,25950,2996
0,34240,15180,37360,1206
0,3371

res_clay
0,37440,3206
0,61600,4173
0,21680,0836
0,0812
0,35800,64990,5776
0,1924
0,0166
0,55300,35830,26190,50660,40050,6497
0,39310,18580,4132
0,32780,35800,4746
0,5423

Chapter 3 From theory to practice: some simple apllications

sediment
26
27
28
29
30
31
32
33
34
35
36
37
38
39

sand
11,4
6,7
6,9
4,0
7,4
4,8
4,5
6,6
6,7
7,4
6,0
6,3
2,5
2,0

silt
52,7
46,9
49,7
44,9
51,6
49,5
48,5
52,1
47,3
45,6
48,9
53,8
48,0
47,8

clay
35,9
46,4
43,4
51,1
40,9
45,7
47,0
41,3
45,9
46,9
45,1
39,9
49,5
50,2

res_sand res_silt
0,41640,30190,29100,30600,3047
0,32360,23530,3277
0,4057
0,31780,3051
0,34730,3157
0,34380,43750,31900,47250,28080,50200,25850,4587
0,2994
0,47110,32100,2877
0,38930,2677
0,4088res_clay
0,28180,40300,3716
0,4371
0,2764
0,34760,34060,24350,24670,23950,24180,20800,32290,3235

These should be spread around the centre of a ternary diagram, as in Figure 3.2.c. The
question of outliers among these residuals obviously arises. We report that there are
two sediment compositions -S12 and S7- with residual atypicality indices of 0.9998
and 0.9990, respectively.

sand
Arithmetic Mean
Geometric Mean

silt

Fig. 3.2.cclay

Residuals of the Arctic sediments fitted by the regression line of sediment on logarithm of
depth

70

Chapter 3 From theory to practice: some simple apllications

3.3 Compositional invariance: Economic aspects of household budget patterns

In the literature of consumer demand analysis there have been only a few attempts toincorporate compositional analysis directly into the analysis of household budgets.
This technique has many advantages and provides opportunities for new forms ofinvestigation. Suppose the w is a record of household expenditure on D mutually
exclusive and exhaustive commodity groups so that t = w1 + . . . + w D is total
expenditure and x = C( w) is the proportional pattern of allocation to the groups.

Logcontrast linear modelling with p( x| t ) of LD (α + β log t , Σ ) form has interesting
consequences. First, the sometimes troublesome budget constraint or Engel
aggregation (Brown and Deaton, 1972, 1163), that for each household total
expenditure should equal the sum of all commodity expenditures, is automaticallysatisfied. Secondly, the hypothesis of compositional invariance β = 0 , thatcomposition is independent of size, has a direct interpretation in terms of the income
elasticities ε i = ∂ log wi / ∂ log t (i = 1, . . , D) of demand, if for the moment and forsimplicity we identify household total expenditure with household income. In
expectation terms
β i = εi − ε D(i = 1, . . ., D − 1)so that compositional invariance, not surprisingly, corresponds to equality of all D
income elasticities. Thirdly, whether or not there is compositional invariance, themodelling can clearly be extended to a full consumer demand analysis by theincorporation of commodity prices and other covariates such as household type andhousehold composition into the mean parameter of the logistic normal distribution.
Indeed, such an extension can be shown to be identical with the Houthakker (1960)
indirect addilog model of consumer demand (Brown and Deaton, 1972, Equation
115),

In the above discussion we have identified household total expenditure t withhousehold income s. This is not an essential feature of the modelling since we could
approach it through the conditioning p( s, t , x ) = p ( s) p( t | s) p( x| s, t ) with perhaps a

71

Chapter 3 From theory to practice: some simple apllications

reasonable assumption that, for given total expenditure t, the pattern x is independentof income s, leading to the above concentration on p( x| t ) .

As a simple start to our analysis of the household budgets of Table 1.1.3 let us first
apply tests of compositional invariance separately to the 20 single male households
and to the 20 single female households. Estimation and testing follows standard
unconstrained multivariate analysis, with the result that we reject the hypothesis ofcompositional invariance for both single male and single female households. Thus foreach set there is strong evidence against the hypothesis of compositional invariance:in other words, the patterns of expenditures do appear to depend on total expenditure.

From the relations hip above we see that although the D ‘income’ elasticities are notdetermined by the D – 1 regression coefficients they can at least be placed in order ofmagnitude. The commodity groups arranged in increasing order of elasticity, that is,in conventional economic terminology from necessity to increasing luxury groups are(for each gender):1.

Foodstuffs, including alcohol and tobacco

2.

Housing, including fuel and light3.

Services, including transport and vehicles

4.

Other goods, including clothing, footwear and durable goods

The fact that the ordering is the same for males and females raises the question ofwhether the dependence of pattern on total expenditure is really different for males
and females. This suggests that it might have been more fruitful to consider
hypotheses expressed in terms of the parameters of the modely = α M + βM log t + error,

for males;y = α F + βF log t + error,

for females.

Note that the separate compositional invariance hypotheses tested above are thehypotheses βM = 0 and β F = 0 at level 2. All the hypotheses of the lattice can betested within the standard framework of multivariate linear modelling. We omit the72

Chapter 3 From theory to practice: some simple apllications

details here but show on the lattice the significance probabilities associated with eachhypothesis, noting that we can move up the lattice by rejection until level 3 where wewould fail to reject the hypothesis α = α F .

Before we leave this example we point out that it would be straightforward to
introduce some concomitant feature such as age on which pattern may depend and test
hypotheses within the associated more general model.

3.4 Testing perturbation hypotheses: Change in cows’ milk

The data of Table 1.1.4 are of a before- and after-nature. Each cow has had milk
composition determined at the beginning and at the end of the trial and so we haveessentially, in standard statistical analysis terms, paired comparisons. The majordifference is that we require to use a measure of difference appropriate tocompositional change and we have seen this to be perturbation. Thus for each cow werecord the set of perturbations below.

Control group: compositional change
Ident_cow

pr

mf

ch

Ca

Na

K

C1

0,13890,22780,15530,16990,14000,1680C2

0,1377

0,1661

0,15400,2066

0,15490,1807C3

0,1464

0,15250,1672

0,1976

0,15720,1792

C4

0,19500,1564

0,1562

0,19930,11630,1768

C5

0,19880,14230,15070,18690,14700,1742

C6

0,14980,19790,18580,17820,12370,1645C7

0,1467

0,15520,18280,17780,15640,1812C8

0,11090,26900,14660,2046

0,0996

0,1693C9

0,11980,20050,1351

0,1984

0,1654

0,1807

C10

0,2164

0,1624

0,16870,18180,1111

0,1597C110,1792

0,15850,13580,19070,16450,1713C120,16500,18360,1401

0,1896

0,14770,1740C13

0,1744

0,19990,17420,16080,13100,1597C140,13190,16890,13380,20550,17130,1886C15

0,14820,2426

0,1544

0,15240,1476

0,1549C160,1857

0,18910,18100,18290,1042

0,1571C17

0,1497

0,15520,14190,2027

0,16230,1883C18

0,15180,17030,14120,16560,2064

0,1646

Ident_cow

pr

mf

ch

Ca

Na

K

C19

0,15820,14370,16820,18520,17330,171373

Chapter 3 From theory to practice: some simple apllications

C20

0,16830,18320,16180,16590,16430,1565C21

0,1394

0,21280,19990,16190,1336

0,1523C22

0,1687

0,15700,13990,18830,16320,1829C23

0,19880,1436

0,15290,18090,15370,1700C24

0,18700,17700,1561

0,17540,1424

0,1622

C25

0,12430,20080,15200,20430,1346

0,1840C26

0,16860,22860,14650,16410,13730,1549C27

0,15120,16920,16580,18650,15080,1766

C28

0,20330,20420,16760,14600,13440,1445C29

0,14550,18170,17830,15190,17980,1628C30

0,14510,23500,1886

0,1696

0,11950,1422Treatment group: compositional change
Ident_cow

pr

mf

ch

Ca

Na

K

T1

0,17530,14590,15520,21220,16420,1473

T2

0,20900,09370,13130,2341

0,17170,1603T30,23870,1207

0,14970,18320,16520,1426

T4

0,23980,13450,17260,23100,08960,1326

T5

0,11730,1647

0,15350,2482

0,1577

0,1586T60,17010,10630,15240,25080,1826

0,1379T7

0,20180,11090,11660,28000,14710,1436

T8

0,21420,09440,14720,24880,15360,1418T90,18900,16220,2066

0,2182

0,09650,1274

T10

0,20970,14310,17060,20820,14350,1249T110,15620,1611

0,1901

0,2452

0,11260,1349T120,12920,2046

0,19770,21040,13130,1268T13

0,25380,1314

0,14990,16650,16550,1328

T14

0,19590,12890,16120,23240,13700,1448T15

0,21540,17070,17130,2456

0,08750,1095T16

0,17480,17150,14580,19590,17950,1326T17

0,1446

0,16340,17570,22650,13750,1523T18

0,16900,19180,16250,25100,09920,1264T19

0,17910,16070,1792

0,19900,1221

0,1599T20

0,21490,12100,1446

0,25890,10900,1516

T21

0,17990,15450,16050,22720,14080,1371T22

0,17230,1566

0,16380,24600,12990,1314

T23

0,17780,12850,19050,24680,11610,1403T24

0,20450,16700,16120,2124

0,12480,1301T25

0,20630,12060,14280,22870,1461

0,1555T26

0,27090,10180,12070,24910,12260,1349T27

0,20990,11880,14500,26170,1047

0,1598T28

0,2046

0,13700,13250,27790,11110,1369T29

0,28080,12520,13900,18130,13280,1408T30

0,12450,1871

0,15540,2084

0,15730,167274

Chapter 3 From theory to practice: some simple apllications

We can address the problems that we face here in three stages by posing threequestions.

Question 1. Is there any evidence of seasonal change in milk composition. In otherwords is there any evidence of differences in the milk compositions of the control
group between the beginning and end of the trial? Phrased as a compositional
hypothesis this is simply a question of whether the centre of the control group
perturbations is the identity perturbation. Transformed into logratio terms this issimply asking whether the mean of the alr vectors is a zero vector, a hypothesis
easily tested under standard multivariate analysis. The Q-statistic value is 32.5, which
when compared with the 95 percentile of χ 2 (15) , namely 25.0, shows significant
departure from the identity perturbation. We thus conclude that there is someevidence of a seasonal change which justifies the insistence of having a control group.
The centre of the control group perturbations is[pr mf ch Ca Na K]control = [0.1595 0.1835 0.1599 0.1818 0.1458 0.1695].
Question 2. Is there similar evidence of a change in the treatment group? Here the Qstatistic value is even larger, 75.6, again to be compared against the same percentile
value, and so we ha ve real evidence of change, with the centre of the treatment group
perturbations being[pr mf ch Ca Na K]treat = [0.1928 0.1416 0.1589 0.2309 0.1338 0.1420].
Question 3. The remaining question is to ask whether there are differences between
the control and treatment group perturbations and this question can be answered byusing a separate sample lattice identical to that for the hongite-kongite comparison ofSection 3.1. The three Q-statistics in the same order as for the previous example are
153.7, 45.6 and 212.0 to be compared against 95 percentiles of the chi-squared
distribution at 20, 15 and 5 degrees of freedom, all giving significant differences.
Thus there is strong evidence of differences between control and treatment changes.

75Chapter 3 From theory to practice: some simple apllications

A good indication of what the nature of this change is can be obtained by computing
the perturbation difference between the control and treatment perturbation centres,
namely[pr mf ch Ca Na K]treat-control = [0.2015 0.1286 0.1656 0.2117 0.1529 0.1397].

Thus we can see that relatively there is enhancement of protein, carbohydrate andcalcium, presumably a successful nutritional result.

3.5 Testing for distributional form

3.5.1

Introduction

For compositional problems in which the analysis depends in an assumption of
distributional form tests can be applied to assess the multivariate normality of thetransformed logratio vectors. For this purpose there is a whole battery of such tests:
univariate marginal tests, bivariate angle tests, multivaria te radius tests, with different
forms of test statistics: Anderson-Darling, Cramer-von Mises, Watson, withaccompanying useful graphical plots. All of these are examined in great detail in
Aitchison (1986) and need not divert us here from the main task of presenting
principles and practice of compositional data analysis. There has been discussion ofwhether the choice of divisor in the alr transformation is crucial to the result. So here
we present a simple alternative avoiding this problem and which may also provide
some measure of the degree of success of the normality assumption.

3.5.2 A useful characterisation of compositional distributional forms
The form of the simplicial singular value decomposition suggests a useful way inwhich to characterise compositional distributions. Suppose that we express a generic
D-part composition x in the form

x = ξ ⊕ ( u1π 1 ⊗ β1 ) ⊕ . . . ⊕ ( u D−1π D −1βD− 1 )76

Chapter 3 From theory to practice: some simple apllications

Now if we assume that u = [u1 . . .

uD-1 ] follows a (D-1)-dimensional normal

distribution N D-1 (0, ID-1 ), then it is simple to establish that x follows a logistic
normal distribution with center ξ and centred logratio covariance matrix Γ
expressible in terms of Π = diag (π ) and Β as Γ = clr (Β)Π clr ( Β) T , where clr denotes
the operation of forming centred logratios from the rows of Β . Similarly a logisticStudent distribution is obtained with the same centre and covariance matrix and with

ν degrees of freedom when u follows a St D−1 (ν ,0, I D −1 ) distribution. Further alogistic skew normal distribution for x is obtained if u follows a multivariate skew
normal distribution with density function φ D−1 (u | 0, I D−1 ) Φ( uγ T ).

We note at this point that this characterisation in terms of the u-distribution is usefulfor simulation purposes since it requires only simple simulation algorithms forstandardised distributions. Simulated data is here useful for testing the effectivenessof the distributional form tests.

3.5.3 Testing procedures
The remaining problem is how to exploit these characterisations for the purpose of
testing distributional forms. We shall have available a compositional data set, a

N × D matrix X whose rows x1 , . . . , x N are N D-part compositions and the first stepin testing is to arrive at the appropriate N (D-1)-real vectors u on which to base thetests. This is easily done through the compositional singular value decomposition ofX.

The first step is to estimate the parameters in the above characterisation. This is easily
done from the standard singular value decomposition of the doubly centred matrix Z
constructed form the log X. Suppose that the standard singular value decomposition of
Z is Z = UPV T , where U and V have zero-sum orthonormal columns and

P = diag ( p1 , . . . , p D−1 ) , where p1 , . . . , p D −1 are the singular values in descendingorder of magnitude. Then it is easy to see that our estimates of the parameters ξ, Π , Β
in the power-perturbation characterization are cen(X), P / N − 1 andclr −1 (V T ) . Also, and importantly for our distributional form testing here thevectors for the individual compositions are given as the rows of U N − 1.
77uChapter 3 From theory to practice: some simple apllications

The aim is then to test these uni (i = 1, . . . , D; n = 1, . . . , N) for compositional form.
Let us take the specific case of testing the compositional data set for additive logistic
normality. The philosophy behind the testing procedure described below is thatthrough the singular value decomposition we have a picture of the dimensionaly ofthe data set with known proportions of the total variability explained by increasing
degrees of approximation. We would surely be reasonably happy if we were sure thatfor 99 percent of the variability we had satisfied ourselves of additive logistic
normality. In this procedure the first column of U$ represents the first orderapproximations with a proportion p1 explained, the first two columns of U$ the second
order approximation with a proportion p2 explained, and so on. Thus in terms of themarginal, bivariate and radius tests as described in Aitchison (1986, Section 7.3) the
sequence of testing proceeds as follows.

First order tests.

Subject the first column of U$ to marginal tests.

Second order tests.

Subject the second column of U$ to marginal tests; columns 1, 2

to bivariate angle tests; and columns 1, 2 to radius test.
Third order tests.

Subject the third column of U$ to marginal tests; columns 1,3

and 2, 3 to bivariate angle tests; and columns 1, 2, 3 to radius tests.

And so on until the desired degree of approximation is achieved.

3.6 Related types of data

3.6.1

Probability statement data

Statisticians will readily recognize that all the above arguments relating tocompositional data equally apply to probabilistic statements. It is clear that thestandard practice of measuring probabilities on the scale of 0 to 1 is merely aconvention and that any meaningful probabilistic statement can be expressed in termsof ratios, equivalently odds.

78

Chapter 3 From theory to practice: some simple apllications

For example, subcompositional coherence is simply conditional probability
coherence. A clinician may be faced with a differential diagnostic problem among
five forms (1, 2, 3, 4, 5) of which 1, 2, 3, are malignant and 4, 5 benign. At a stage inthe diagnostic process the clinician, having ruled out the benign forms 4 and 5, ma ywish to make a conditional probabilistic statement involving only the malignant states
1, 2, 3. The process of moving from the full probabilistic statement to the conditional
probability statement is exactly analogous to the closure operation of forming a
subcomposition from a full composition. Moreover, clearly there is also a principle ofconditional coherence, analogous to the subcompositional coherence principle, thatmust apply here.

In relation to probability statements the perturbation operation is a standard process.
Bayesians perturb the prior probability assessment x on a finite number D ofhypotheses by the likelihood p to obtain the posterior assessment X through the useof Bayes’s formula. Again, in genetic selection, the population composition x of
genotypes of one generation is perturbed by differential survival probabilities
represented by a perturbation p to obtain the composition X at the next generation,
again by the perturbation probabilistic mechanism .

3.6.2

Granulometric data

Granulo metric data obtained by sieving techniques are not histograms, as commonly
defined, but are weight (or volume)_x_diameter profiles. Mathematically they arethird moment distributions of the basic grain diameter distribution, a fact apparently
first noted by Hatch (1933); see also Aitchison and Brown (1956) for further details
and its relation to the Kolmogorov (1941) breakage model. Thus it could be argued
that fitting a probability distribution to such an object is every bit as weird as
considering the profile as a composition. Indeed to move from a weight_x_diameter
profile to a diameter histogram is nothing more than a perturbation operation. For
example if the weight_ x_diameter profile has H diameter intervals I1 , . . . , IH , withcenters d1 , . . . , dH and with associated proportional weights p1 , . . . , pH, then on theassumption of uniform specific gravity, the diameter histogram q1 , . . . , qH isapproximated by the perturbation [d1 -3 , . . . , dH -3 ] ⊕ [p1 , . . . , pH]. A consequence ofthe perturbation invariance property of the compositional metric is that the distance
between profiles is the same as between histograms, a clearly desirable property.
79

Chapter 3 From theory to practice: some simple apllications

Whether grain-size data is considered as grouped ordinal data and some class of
univariate distributions is used to characterize each such ‘histogram’ or eachhistogram is considered a compositional vector is certainly an open question. In
situations where the objective is to compare a number of weight_x_diameter profiles,
until a satisfactory class of distributions giving good fits to the histogram emerges, thetreatment of such data as compositional is certainly viable, with possibilities ofinferring the nature of an underlying process through the study of possible differential
perturbation processes.

80

Chapter 4 More complex compositional problems

Chapter 4

Developing appropriate methodology for more complex
compositional problems

4.1 Dimension reducing techniques: logcontrast principal components

In unconstrained multivariate analysis principal component analysis is a popularmeans of investigating the dimension of the variability and of hopefully arriving at
linear combinations of variables, which may have some interpretation within theparticular discipline. In variation in R D principal components are the natural
algebraic form as the inner product of the vector space, namely linear combinations of
the components. As we have seen in Section 2.3.3 the inner product takes the form ofa logcontrast of the components of the form:
a1 log x1 + . . . a D log x D , where a1 + . . . + a D = 0 .

The variance of such a logcontrast is aΓa T , where Γ is the centred logratio
covariance matrix, and the successive principal logcontrasts are obtained from theeigenvectors (corresponding to the non- zero eigenvalues) of the estimate of Γ , andhave the usual properties of orthogonality and with variances simply related to theeigenvalues.

Applied to the hongite experience of Table 1.1.1a we have a1 ,..., a5 coefficients asrows of1st logcontrast
2nd logcontrast
3rd logcontrast
4th logcontrast

log A
log B
log C
log D
log E
----------------------------------------------0.1945
0.5876-0.78400.0341-0.0322-0.0672
0.0867-0.0112-0.70690.6986
0.7899-0.5598-0.2295-0.07070.0701-0.3656-0.3658-0.36400.54230.5531

with eigenvalues 38.26, 2.186, 0.142, 0.004. The measure of total variability is 1.69
and the first principal logcontrast ‘explains’ 94.2 percent of this variability, the secondbringing this to 99.6 percent. Thus we would be justified in regarding the variability
81Chapter 4 More complex compositional problemsof hongite as being largely two-dimensional. Inspection of the first two logcontrasts
suggests that the first is involved largely in explaining variability within the (A, B, C)
subcomposition and the second variability within the (D, E) subcomposition, and thatthese variations are orthogonal to each other. The writer can divulge that he had
forgotten ho w he had simulated the hongite data set and that this analysis reminded
him exactly of the details of the simulation.

4.2 Simplicial singular value decomposition

For the record we give the staying- in-the-simplex version of logcontrast principal
component analysis. This is by way of the simplicial singular value decomposition. It
could reasonably be argued that the major statistical tool in the analysis ofmultivariate data associated with a metric vector space such as R D , R+D , S D must be
the associated singular value decomposition. For a N × D compositional data matrix
X with nth composition x n this, as we have already seen in Chapter 2, takes the form

x n = ξ ⊕ ( un1π1 ⊗ β1 ) ⊕ . . . ⊕ (u nR π R ⊗ βR ) .

It is interesting to apply this to a simple compositional data set such as hongite. The
details of the process of estimation will be taken up in the next section. Here we
simply record the results.

ξ$ = [0.489 0.220

0.099 0.104 0.088],[πˆ 1...πˆ 4 ] = [6.185 1.478 0.377 0.066],∧ 
 β 1  0.222
∧  
 β 2  0.169
 ∧  = 0.395
β 3   ∧  0.125
β 
 4

0.329 0.189 0189.
0.177
0198
.
0179
.
0.089 0.364 
0103.
0.143 0167.
0.192  ,
0125.
0.125 0.310 0.314 with the N × ( D − 1) set of u coefficients given by82

Chapter 4 More complex compositional problems

Specimen
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25

u1
0,15290,0177-0,25120,04930,2046
0,13140,1359-0,3336-0,1928
0,4027-0,0298
0,2084-0,2796-0,1612-0,0858-0,2951
0,35600,1847-0,1311-0,1750-0,0952
0,06140,2174-0,1035
0,0114u2

u30,2871
0,1155
0,0646-0,0258
0,0752-0,3607-0,2561-0,1047
0,09840,04940,08030,37510,2203-0,3733
0,2479-0,2955-0,2078-0,0418
0,2812-0,1090-0,0859-0,0949-0,1375
0,11310,08480,1325-0,05120,01090,1437-0,28160,2511-0,4477
0,50930,0224
0,19570,1656-0,0332-0,1642-0,2201
0,0340-0,1939-0,0156
0,1284-0,1400
0,2042-0,0731
0,03500,1050-0,0370-0,2802

u4-0,2833
0,04030,07050,0351-0,2748-0,2053-0,0110
0,02350,01220,4844-0,1737-0,1205
0,30330,0101-0,1349-0,0771-0,1994-0,0841
0,1719-0,1500
0,15940,16080,4186-0,25690,0808The connection between this and the logcontrast principal components is simply thatthe eigenvalues correspond to the squares of the π ’s, and that the a-coefficients of thelogcontrast approach are the clr transforms of the β ’s. The interpretation remains thesame.

4.3 Compositional biplots and their interpretation

The biplot (Gabriel, 1971, 1981) is a well established graphical aid in other branchesof statistical analysis. Its adaptation for compositional data is simple and can prove a
useful exploratory and expository tool. For a compositional data matrix X the biplot isbased on a singular value decomposition of the doubly centered logratio matrix Z =[zri], wherez ri = log{ x ri / g ( xr )} − N−1N∑ log{ x / g (x )}..
ri

r =1

83

r

Chapter 4 More complex compositional problems

Let Z = U diag(k 1 , . . . , kR) V t be the singular value decomposition, where m is therank of Z, in practice usually m = D – 1, and where the singular values k 1`, . . . , km arein descending order of magnitude. The biplot (Figure 4.3.a) then converts the second
order approximation to Z given by the singular value decomposition into a graphicaldisplay. Figure 4.3.a consists of an origin O which represents the centre of thecompositional data set, a vertex at position (k 1 v i1 , k 2 v i2 )/(N – 1)1/2 for each of the parts,
labelled 1, . . . , D, and a case marker at position at (N – 1)1/2 (ur1 , ur2 ) for each of the
N cases, labelled c1 , . . . , cN . We term the join of O to a vertex i the ray Oi, and thejoin of two vertices i and j the link ij. These features constitute a biplot with thefollowing main properties for the interpretation of the compositional variability.

Fig. 4.3.a The basic elements of a compositional biplot

Links, rays and covariance structure. The links and rays provide information on thecovariance structure of the compositional data set.

|ij| 2 ≈ var{log( xi / x j )} ,| Oi | 2 ≈ var[log{ x i / g ( x)}] ,cos( iOj ) = corr [log{ x i / g ( x)}, log{ x i / g ( x)}] .

84

Chapter 4 More complex compositional problems

It is tempting to imagine that this last relation can be used to replace discreditedcorr(x i, x j) as a measure of the dependence between two components. Unfortunately
this measure does not have subcompositional coherence.

A more useful result is the following. If links ij and kl intersect in M thencos(iMk) ≈ corr {log( x i / x j ), log( x k / x l )} .

A particular case of this is when the two links are at right angles so implying thatcos(iMk ) ≈ 0 and there is zero correlation of the two logratios. This is useful ininvestigation of subcompositions for possible independence.

Subcompositional analysis. The center O is the centroid (center of gravity) of the Dvertices 1, . . ., D. Since ratios are preserved under formation of subcompositions it
follows that the biplot for any subcomposition s is simply formed by selecting thevertices corresponding to the parts of the subcomposition and taking the center Os of
the subcompositional biplot as the centroid of these vertices.
Coincident vertices.

If vertices i and j coincide or nearly so this means that

var{log(x i/x j)} is zero or nearly so, so that the ratio x i /x j is constant or nearly so.

Collinear vertices. If a subset of vertices, say 1, . . . , C is collinear then we know
from our comment on subcompositional analysis that the associated subcomposition
has a biplot that is one-dimensional, and then a technical argument leads us to theconclusion that the subcomposition has one-dimensional variability. Technically thisone-dimensionality is described by the constancy of

C–2 logcontrasts of thecomponents x 1 , . . . , xC . Inspection of these constant logcontrasts may then givefurther insights into the nature of the compositional variability.

Case markers and recovery of data. Such markers have the easily established property
that Ocn . ji represents the departure of log(x i /x j) for case cn from the average of thislogratio over all the cases. Let P and Pn in Figure 4.3.b denote the projections of the85

Chapter 4 More complex compositional problems

center O and the compositional marker cc on the possibly extended link ji . Then
Ocn . ji = ± |PPn | | ji |,where the positive sign is taken if the directions of PPn and ji are the same, otherwise
the negative sign is taken. A simple interpretation can be obtained as follows.
Consider the extended line ji as divided into positive and negative parts by the point
P, the positive part being in the direction of ji from P. If Pn falls on the positive(negative) side of this line then the logratio of log(x ni /x nj) of the nth composition
exceeds (falls short of) the average value of this logratio over all cases and the further
Pn is from P the greater is this excedance (shortfall); if Pn coincides with P then thecompositional logratio coincides with the average.

Fig. 4.3.bInterpretation of case markers in a compositional biplot

A similar form of interpretation can be obtained from the fact that Ocn .Oi represents
the departure of the centered logratio log{x ni /g(xn )} of the nth composition from theaverage of this centered logratio over all replicates.

It must be clear from the above aspects of interpretation that the fundamental
elements of a compositional biplot are the links, not the rays as in the case of variation

86Chapter 4 More complex compositional problems

diagrams for unconstrained multivariate data. The complete set of links, by specifying
all the relative variances, determines the compositional covariance structure andprovides direct information about subcompositional variability and independence. It isalso obvious that interpretation of the relative variation diagram is concerned with its
internal geometry and would, for example, be unaffected by any rotation or indeed
mirror- imaging of the diagram.

Another fundamental difference between the practice of biplots for unconstrained andcompositional data is in the use of data scaling. For unconstrained data if there aresubstantial differences in the variances of the components, biplot approximation may
concentrate its effort on capturing the nature of the variability of the most variable
components and fail to provide any picture of the pattern of variability within the lessvariable components. Since such differences in variances may simply arise because ofscales of measurement a common technique in suc h biplot applications is to apply
some form of individual scaling to the components of the unconstrained vectors prior
to application of the singular value decomposition. No such individual scaling isnecessary for compositional data when the analysis involves logratio transformations.
Indeed, since for any set of constants (c1 , . . . , cD), we havecov{log(cix i /cjx j),log(ckx k /clx l)} = corr{log(x i /x j),log(x k /x l)}
it is obvious that the covariance structure and therefore the compositional biplot are
unchanged by any differential scaling or perturbation of the compositions. This, ofcourse, is simply an aspect of the perturbation invariance of measures of dispersion
for compositional data. Only the centering process is affected by such differential
scaling. Moreover any attempt at differential scaling of the logratios of thecomponents would be equivalent to applying differential power transformations to thecomponents of the compositions, a distortion which would prevent any compositional
interpretatio n from the resulting diagram.

4.4

The Hardy-Weinberg law: an application of compositional biplots andlogcontrast principal component analysis

87

Chapter 4 More complex compositional problems

In the MN blood group system there are three genotypes, namely MN, MM, NN, andthe proportions of these genotypes within a population provide a blood groupcomposition for that population. Table 4.4.1 shows these compositions for 24 native
populations; the data are reconstructed from Figure 12 of Gower (1987). Let us
suppose that we know nothing about gene tic theory and decide to explore this data set
by the construction of a relative variation biplot (Fig. 4.4.a) as described in Section
4.3. For such a 3-part compositional data set the biplot retains all the variability andprovides an exact representation of the pattern of variability. The approximate
collinearity of the vertices MN, MM, NN indicates that the variability is mainly onedimensional and suggests a logcontrast principal component analysis to determine theform of the constant logcontrast. Suc h a principal component analysis (Aitchison,
1986, Section 8.3) yields the following eigenvalues and logcontrasts
λ1 = 2.74 , 0.0031 log MN - 0.7091 log MM + 0.706 log NN;
λ2 = 0.079 , 0.816 log MN - 0.406 log MM - 0.411 log NN.

Cumulative proportion explained:
0,97
1

5

18

MM

21 MN
23
13
87
16
12 11
9 6
22 14
1715 10
24

3
NN

4
2
1

20

19
= OutliersFig. 4.4.a

Biplot of the MN blood group data

The near-constant logcontrast arises from the near-zero second eigenvalue. Moreover
the fact that the coefficient 0.816 is approximately twice the coefficients 0.406 and0.411 suggests that we can obtain a substantial simplification to our interpretation if

88

Chapter 4 More complex compositional problems

we consider the constant logcontrast

2 log MN - log MM - log NN = constantWe can obtain an estimate 1.348 of the constant from the average value of thelogcontrast over the sample of 24 compositions. Moreover the fact that this isapproximately log 4 encourages the following conjecture,

2 log MN - log MM - log NN = log 4,a relationship which can be written as
2

MN = 4MM × NN.

Thus through examination of the relative variation biplot and its clear indication of
the need for a logcontrast principal component analysis we have been led to therediscovery of the fundamental Hardy-Weinberg equilibrium curve.

With this set of 3-part compositions the one-dimensionality of the pattern ofvariability and the Hardy-Weinberg curve are obvious from the well-known
representation of such compositional data sets in a triangular diagram as in Figure
4.4.b. Note that the three cases 1, 5 and 19, circled in the biplot of Figure 4.4.a andhaving atypicality indices 0.97, 0.97 and 0.99, are the cases which appear to departmost from the Hardy-Weinberg curve in Figure 4.4.b. Omission of any or all of thesethree cases does not materially affect the form of the Hardy-Weinberg curve.

89Chapter 4 More complex compositional problems

Cum. prop. expl.:

MN

0,97
1

Pr. Components:
0,28
0,63

0,14
0,19

0,58
0,18

MM

Fig. 4.4.b

NN

The ternary plot of the MN blood group compositions and the Hardy-Weinberg ‘curve’.

We have deliberately used this simple example to demonstrate the effectiveness oflogratio analysis and its associated relative variation biplot since there seems toremain some misunderstanding about the transformation involved. For example,
Gower (1987, p. 38) mistakenly claims that the logratio transformation fails to copewith the curvature in the data. His confusion lies in not distinguishing between
logarithmic and logratio transformations. He correctly points out that a logarithmictransformation, which considers logarithms of components, removes neither theconstraint nor the curvature in the data. The logarithmic transformation is, however,not the relevant transformation for compositional data, which provide information
only on the relative values or ratios of the components. For successful analysis alogratio transformation involving only ratios of components is required, and as wehave seen above this is highly successful not only in taking account of the unit-sum
constraint but in modelling the curvature of the Hardy-Weinberg curve.

4.5 A geological example: interpretation of the biplot of goilite

Table 4.5.1 reports a compositional data set which will be new to everyone and so no
preconceived ideas will dictate our analysis. It consists of 20 6-part mineralcompositions of goilite rocks from a site on the edge of Loch Goil near CarrickCastle. I am told that this is an interesting site so let us see what we can discover90

Chapter 4 More complex compositional problems

about it.

Inspection of the variation array of Table 4.5.2 provides little insight into the nature ofvariability of the goilite compositions of Table 4.5.1. In contrast, the relative variation
biplot of Figure 4.5.a, retaining 98.2 per cent of the total compositional variability,
allows easy identification of a number of characteristics. For simplicity in ourinterpretation we shall use only the initial letters to identify the mineral parts. First,
we see that the de link is by far the longest indicating the greatest relative variation in
the ratios of components is between d and e. Secondly, the near coincidence of thevertices a and c implies that the a and c are in almost constant proportion with theapproximate relationship of a/c = 0.55 easily obtained from Table 4.5.1 or from theestimate -0.605 for E{log(a/c)} in the variation array of Table 4.5.2. Note that in the
ternary diagram of the abc subcomposition in Figure 4.5.b the representative
compositional points lie roughly on a ray through the vertex b. Applying theapproximate 95 percent range formula and noting that[ga gb gc gd ge gf ] = [0.157 0.207 0.288 0.102 0.055 0.162]
and coefficients of variation for log( e/f) and log(a/e) are -0.716 and -0.214 we obtain
the ranges
0.073 < e / f < 1.59; 0.42 < a / c < 0.71.

Cumulative proportion
explained:
0,89
0,98
0,99
1
1

1
14
8

Broomite

22
Dhuite13

20
Fyneite
17

10

2

3

7

Eckite11
4 19 Carronite
Arkaigite
12 16
15

5 18
= OutliersFig. 4.5.a6

Biplot of goilite mineral compositions

91

21 9

Chapter 4 More complex compositional problems

Arkaigite
Geometric Mean

BroomiteFig. 4.5.b

Carronite

Ternary diagram for (arkaigite, broomite, carronite) subcompositions showing the near
proportionality of arkaigite to carronite

Thirdly and most strikingly we see the near-orthogonality of the ab (or cb) link andthe links de, df and ef. We can immediately infer that the ratios d/e, d/f and e/f are
independent of the ratio of a/b or c/b. Another way of expressing this feature is tostate that the subcompositions [c,d,e] and [a,b] are independent. A formal test of thishypothesis of subcompositional independence (Aitchison, 1986, Section 10.3) results
in a significance probability 0.27 confirming our conclusion. Fourthly, the collinearityof the three mineral links de, df and ef and the consequent one-dimensionality of thepattern of variability of this (d, e, f)-subcomposition, confirmed by the corresponding
subcompositional ternary diagram of Figure 4.5.c, implies some relationship between
the proportions of the minerals d, e and f. Direct investigation by logcontrast principal
component analysis leads to the following eigenvalues and corresponding logcontrast
principal components:
λ1 = 12.79, 0.587 log f − 0.785 log e + 0.194 log f ;λ2 = −0.567,− 0.567 log d − 0.225 log e + 0.792 log f .

92

Chapter 4 More complex compositional problems

DhuiteGeometric Mean

EckiteFig. 4.5.c

FyneiteTernary diagram of the (dhuite, eckite, fyneite) subcompositions showing the onedimensional pattern of variability of this subcomposition

The near-constant logcontrast arises from the near-zero second eigenvalue. Moreover
the fact that the coefficients are roughly in the ratios of -2 : -1 : 3 suggests that we
can make a substantial simplification to our interpretation if we consider the constantlogcontrast-3 log d - log e + 4 log f = constant = 2.46,

where the constant value is estimated from the sample average of the logcontrast. Thiscan be simply converted into the approximate relationship;3

e / f = 0.85 × (f / d)Whether this suggested 'cubic hypothesis' is worth further investigation as ageological finding is a matter for geologists not an ingeolate statistician.

As a final comment here we note that any subcomposition can be viewed as a set of
logcontrasts (Aitchison, 1984) and so are included in any logcontrast principal
component analysis for stud y of the dimensionalty of the pattern of compositionalvariability.

93Chapter 4 More complex compositional problems

4.6 Abstract art: the biplot search for understanding

Inspection of the variation array of Table 2 provided little insight into the nature ofvariability of the colour compositions of Table 1.1.5. In contrast, the relative variation
biplot of Figure 4.6.a, retaining 98.2 per cent of the total compositional variability,
allows easy identification of a number of characteristics. First, we see that the redyellow link is by far the longest indicating that the greatest relative variation in the
pictures is between red and yellow. Secondly, the near coincidence of the vertices
black and other implies that the artist uses black and the non-primary colour in almost
constant proportion with the approximate relationship of other/black = 1.85 easily
estimated from Table 1.1.5 or from the estimate 0.605 for E{log(other/black)} in thevariation array of Table 2. Thirdly only two compositions, those of paintings 14 and22, have atypicality indices 0.999 and 0.953 greater than 0.95. From the position of
the marker for composition 14 in Figure 4.6.a it is clear that this atypicality isprobably due to a combination of its unusually high ratios of yellow to blue with thatof white to black, facts easily confirmed from Table 1.1.5. Composition 22 is atypicalbecause of its high blue to yellow, white to black and white to other ratios.

Cumulative proportion explained:
0,9
0,98
1
1
1

14

8
1

22

20

13

white

6
3

7
2

blue

red

yellow 4

other
19
black
12 16

17
10

15
5

11

21

9

18

= OutliersFig. 4.6.a

Biplot of the 22 colour compositions of an abstract artist

Fourthly and most strikingly we see the near-orthogonality of the black-white link (orother-white link) and the links blue-red, blue-yellow, red-yellow associated with the94Chapter 4 More complex compositional problems

primary colours. Thus, we can immediately infer that the ratios in which the artist
uses the primary colours are independent of the ratio of black to white, or other towhite. Another way of expressing this feature is that the subcompositions (blue, red,
yellow) and (black, white) are independent; a formal test of this hypothesis of
subcompositional independence (Aitchison, 1986, Section 10.3) results in asignificance probability 0.27 confirming our conclusion. Fifthly, the collinearity ofthe three primary colour links and the consequent one-dimensionality of the pattern ofvariability of the primary subcomposition, confirmed by the corresponding
subcompositional triangular diagram of Figure 4.6.b implies some relationshipbetween the proportions of the primary colours used. Investigation along the lines ofthe previous example leads to an approximate relationship3 log(blue) + log(red) - 4 log(yellow) = constant,3

or, in terms of ratios of colour use, red/yellow ∝ (yellow/blue) . Whether thissuggested 'cubic rule' is worth further investigation as an artistic principle isquestionable, but such relationships can play an important role in compositional
analysis (Aitchison, 1998).

blue

red

Fig. 4.6.byellow

Ternary diagram of (blue,red,yellow)-subcompositions of an abstract artist

95

Chapter 4 More complex compositional problems

4.7 Tektite mineral and major oxide compositions

As a further example to illustrate compositional biplot technique and to provide some
unusual features which require care in interpretation we consider a data set for 21
tektites (Chao, 1963; Miesch et al, 1966), set out in Table 4.7.1, for which the twocompositions are 8-part major-oxide compositions and 8-part mineral compositions.
These are subcompositions of the original data set, this reduction being adopted forthe sake of simpler exposition. While experimentally these two types of compositions
are determined by completely different processes they are obviously chemicallyrelated since the minerals are themselves more complicated major oxide compounds.
The challenge of the conditional biplot of Figure 4.7, with mineral composition as the
response and major-oxide composition as the covariate, is whether it can at least
identify these relationships from the compositional data alone, without any additional
information about the chemical formulae of the minerals, and hopefully provide othermeaningful interpretations of the data.

Fig. 4.7

Conditional biplot showing the dependence of the mineral composition on the majoroxide compositions for tektite compositions

A striking feature of the diagram is that it is indeed successful in identifying which
oxides are associated with which minerals. From Table 4.7.2, which provides the96Chapter 4 More complex compositional problems

chemical association between minerals and major oxides, we see that, apart from
SiO 2 , each of the other seven major oxides is associated with only one of the minerals,
for example MgO is contained only in enstatite. In the biplot diagram each of theseseven major oxide vertices is close to its corresponding mineral vertex. This meansthat the link associated with any two of these major oxides is nearly parallel to thelink of the corresponding minerals and so the mineral logratios are all highly
correlated with the corresponding major oxide logratios. It is in this sense that theconditional biplot identifies the chemical relationships. Moreover even SiO 2 , which isa constituent of all eight minerals is nevertheless primarily identified with quartz
which is simply its oxide self.

Table 4.7.2 Oxides and associated minerals in tektite study_________________________________________________________________
Oxide
MineralAbbreviation
Formula_________________________________________________________________SiO 2
Quartzqu
SiO 2
K2O
Orthoclase
or
KAlSi3 O8
Na2 O
Albiteal
NaAlSi3 O8
CaO
Anorthitean
CaAl2 Si2 O8
MgO
Enstatiteen
MgSiO 3Fe2 O3Magnetitema
Fe3 O4
TiO
Ilmenite
il
FeTiO 3
P2 O5Apatiteap
Ca5 (F,Cl)(PO4 )3__________________________________________________________________All of this seems splendid until the quality of the approximation is investigated. The
proportion of the covariance matrix G which is retained by the biplot is only 0.204.
The reason is not too difficult to detect. The singular value decomposition has
singular values 1.00, 1.00, 1.00. 0.999, 0.994. 0.868, 0,060 and it would require afourth order approximation and a four-dimensional biplot to raise the quality to areasonable 0.911 proportion retained. The reason for this disappointing quality iseasily determined. It lies in the fact that within the constraints of compositional data
each mineral is almost independently related to its major oxide, in the sense that eachmineral logratio is almost perfectly linearly related to the corresponding major-oxide
ratio. An analogous situation with unconstrained data would be the assemblage of97

Chapter 4 More complex compositional problems

independent univariate regressions, each with a different response and different
covariate, into a multivariate regression. The apparent success of the conditional
biplot lies more in the strength of the individual logratio regressions than in thequality of the biplot. It is important here to distinguish between the quality of the
biplot and the reliability of the logratio regression of mineral on major oxide
composition. The proportion of the mineral variability explained by the regression canbe shown to be 0.983.

4.8 Subcompositional analysis

A common problem in compositional data analysis appears to be marginal analysis in
the sense of locating subcompositions of greatest or of least variability. For thispurpose the measure of total variation provides for any subcomposition s of a fullcompositions x the estimate of the ratio
trace{Γ ( s )} / trace{Γ ( x )}as the proportion of the total variation explained by the subcomposition. In such formsof analysis it should be noted that a (1, . . . , C–1)-subcomposition is a set of C–1
particular logcontrasts and so the variability explained by a C-part subcomposition
can also be compared with that achieved by the first C–1 principal logcontrasts.

We can illustrate this simply for the hongite experience of Table 1.1.1a. For example
for 3-part subcompositions we have the 10 possible subcompositions in ascendingorder of variability (where 1=A. . . . , 5=E):

98

Chapter 4 More complex compositional problems

Subcompositions
A
A
A
B
C
A
A
B
B
A

D
B
B
D
D
C
C
C
C
B

E
D
E
E
E
E
D
E
D
C

Proportion ofvariability
explained
0.08
0.17
0.20
0.27
0.44
0.51
0.53
0.90
0.91
0.94

We may note here that the (A,B,C)–subcomposition is the most variable, in
concurrence with our interpretation of the first logcontrast principal component of
Section 4.1. We may also note that this proportion 0.94 is comparable to that obtainedby the first principal logcontrast component.

4.9 Compositions in an explanatory role

Another interesting form of subcompositional analysis is where the composition plays
the role of regressor, for example in categorical regression, where we wish to examine
the extent to which, for example, type of rock depends on full major oxide
composition or some subcomposition. For binary regression a sensible approach is to
set the conditional model of type t, say 0 and 1, for given composition x as follows:pr (t = 1| x ) = 1 − pr (t = 0 | x) = F (α 0 + ∑i=1α i log x i ) , where ∑i =1α i = 0 .
DDHypotheses that the categorization depends only on a subcomposition, for example on
the subcomposition formed from parts 1, . . . , C is then simply specified by
α C + 1 = . . . = α D = 0 , and so the whole lattice of subcompositional hypotheses can bereadily and systematically investigated.

A striking example of the use of this technique is to be found in discriminating

99

Chapter 4 More complex compositional problems

between two types of limestone. Thomas and Aitchison (1998) show that of the 17part (major-oxide, trace element) composition a simple major-oxide subcomposition(CaO,Fe2 O3 ,MgO) provides excellent discrimination, equal to that of the fullcomposition. Figures 4.9.a and 4.9.b show the separation in logratio and ternary
diagram space, respectively.

Dufftown
Inchory
10log(Fe2O3/MgO)-1 -2 -3 1'

Fig. 4.9.a

2'

3'
4'
log(CaO/MgO)

5'

Scattergram of logratios log(CaO / MgO) and log(Fe2O3/ MgO) for Scottish limestones

CaO

Fe2O3

Fig. 4.9.b

Dufftown
Inchory

MgO

Ternary diagram of ‘centre perturbed’ (CaO, Fe2O3, MgO) subcompositions of Scottish
limestones

100Chapter 4 More complex compositional problems

4.10 Experiments with mixtures

Another range of problems where compositional data play a role as comcomitants isin experiments with mixtures. Here the usual aim is to determine whether and in way
a quantitative response depends on the composition of a mixture of ingredients. A
simple and typical example is where the experiment is aimed at determining how the
microhardness (kg/mm2 ) of glass depends on the relative proportions of Ge, Sb, Se
used in its manufacture. Such problems are quite common in many disciplines. Thereis no reason why the response should be univariate. Aitchison and Bacon-Shone(1984) give an example of an investigation into how the brilliance and vorticity ofgirandole fireworks may depend on a 5-part mixture of light producing, propellent
and binding components. Indeed the response may be a composition.

The simplest model for such investigations is clearly when the expected response is alogcontrast of the ingredients and it is clear from the discussion of the previous
section how investigation of subcompositional hypotheses would proceed. It is,however, possible to have a more general model involving second power terms inlogratios, together with a hierarchy of hypotheses of inactivity of parts, of partition
additivity , completely additive. For full details on the motivation for such definitions,for the practical meaning of the hypotheses and for implementation of a testing lattice,see Aitchison and Bacon-Shone (1984) and Aitchison (1986, Sections 12.4-5).

4.11 Forms of independence

Because of the constant sum constraint, equivalently because of the nature of thesimplex sample space, independence hypotheses must clearly take radically different
forms from those associated with R D . For example, the analogue of complete
independence of components in unconstrained space is for compositional data
complete subcompositional independence, in which any subset of non-overlapping
subcompositions is independent. These, of course can be specified in terms of
associated logratios and in fact result in a particular parameterisation of the101

Chapter 4 More complex compositional problems

covariance structure. Tests of such hypotheses are readily available; see, for example,
Aitchison (1986, Chapter 10).

We use the time budgets of Table 1.1.6 to provide a very simple example, andexamine the hypothesis that the work and leisure subcompositions are independent.
This is almost clear in the biplot of Figure 4.11, in which the links of the working
parts are roughly at right angles to the links of the leisure parts, indicating lack ofcorrelation. The formal test involves testing whether the correlations between work
logrations and leisure logratios are all zero. This is easily assessed and results in asignificance probability of 0.56, so that we cannot reject the hypothesis ofindependence of work and leisure parts of the statistician’s day.

Cumulative proportion explained:
0,42
0,65
0,82
0,95
1

18
1
Administration Consultation
14
5 Other

13
19

11
15
8

12

9
3

20
Sleep

10

7

4

16
Research
62

Teaching

17= OutliersFig. 4.11

Biplot of the time budgets of the statistician’s day

102

Chapter 5 Compositional processes

Chapter 5

Compositional processes: a statistical search forunderstanding

5.1 Introduction

Most scientists are interested in the nature of the process which has led to the data
they observe, not least geologists in their search for explanations of how our planet
has developed geologically. Unfortunately they are seldom in the fortunate position ofobserving a closed system where fundamental principles such as conservation of massand energy apply. Commonly the only data available take the form of compositional
data providing information only on relative magnitudes of the constituents of thespecimens. In some disciplines there is a wide variety of terminology associated withsuch realised or hypothetical compositional processes. For example, geologicallangua ge contains many terms to describe a whole variety of envisaged geochemical
processes, such as denudation, diagenesis, erosion, gravity transport, metasomatism,metamorphism,

orogenesis,

polymetamorphism,

sedimentation,transportation,

weathering. Often the data for the study of such possible processes consist of variable
compositional vectors, such as major oxide compositions, major and minor element
compositions, granulometric weight by diameter profiles such as (sand, silt, clay)
sediments or palaeontological compositions such as foraminifera abundances. It is our
purpose here to study a variety of ways in which statistical analysis of the variability
in such data sets may be directed towards quantification of such processes and also,
where there may be rival hypotheses as to the nature of the geological process, theextent to which the nature of the variability may be used to distinguish between the
hypotheses.

5.2 Differential perturbation processes

Many of the terms used by geologists to describe the processes they study appear toenvisage some kind of differential change in the components of the composition –denudation, erosion, sedimentation, metamorphism, weathering. Since differential

103

Chapter 5 Compositional processeschange in compositions is simply characterised by the simplex operation of
perturbation this seems the sensible tool for the mathematical statistical study of suchprocesses. The fundamentals for such a study were set out in Aitchison and Thomas(1998). Briefly the argument went as follows.

Consider a process whic h results in an observable D-part composition x(t) = [x 1 (t) , . .
. , x D(t)] which varies with some ordered variable such as time t. Since processes arecommonly assumed to take place continuously over time we can attempt to describesuch a process in a time-differential way by relating the composition x(t + dt) at time t+ dt to the composition x(t) at previous time t in terms of a small perturbation. Sincesuch an infinitesimal perturbation will be a slight departure fromthe identity

perturbation (1/D, . . . , 1/D ) the process can be set out asx ( t + dt) = x ( t ) ⊕ (1 / D )[1 + δ1 ( t ) dt , . . . ,1 + δD ( t ) dt]

Sometimes it is convenient to assume that such a perturbation is in the D-simplex but
since the perturbation operation is invariant with respect to scale there is strictly noneed for such a requirement. The original development then moved to a set ofdifferential equation in logratios for which the solution is{}x (t ) − x( t 0 ) ⊕ [exp ∫ δ i (u )du ( i = 1,..., D )],tt0

where x ( t 0 ) is the known or assumed composition at time t 0 . With differentiation
now defined on the simplex we note that an alternative expression of the process is interms of the simple differential equation Dx (t ) = C[exp( δ i ( t ) :i = 1,..., D] with the
known value at t 0 being the ‘boundary conditio n’.
An interesting and important special case is where δi (t ) = γ i h(t ) , when therelationship takes the form of a simple compositional regression in a powerperturbation form as
x (t) = x (t0 ) ⊕ H (t ) ⊗ β ,104

Chapter 5 Compositional processes

where H (t ) = ∫ h( t ) dt and β = C[(exp( γ i ) :i = 1,..., D].
tt0With actual compositional data the regression either in logratio terms or in staying inthe simplex mode is easily accomplished. The important feature here is the possibilityof alternative approaches to interpretation.

5.3 A simple example: Arctic lake sediments

We continue the example used by Aitchison and Thomas (1998) to illustrate various
ways of describing the process by which the variability of Arctic lake sediments may
depend on depth. The previous study arrived at logratio regression equations

log{sand(t) / clay(t)} = 9.70 -2.74 log t; log{silt(t) / clay(t)} = 4.80 - 1.10 log t,

and differential perturbation relationshipx ( t + dt ) = x ( t ) ⊕ 13 [1 − 146. / t ), 1 + 0,18 / t , 1 + 1.28 / t ].

The stay-in-the-simplex versions of these are the compositional regressionx ( t ) = [ 0.9928 0.0071 0.0001] ⊕ log t ⊗ [0.046 0.238 0.716]

and the compositional differential equationDx( t ) = (1 / t ) ⊗ [ 0.046 0.238 0.716]

All provide the same interpretation of the process: as depth increases sand gives way
to silt and more so to clay with differential effects decreasing with depth. Whichcharacterisation of the process is chosen may well depend on personal choice.

105

Chapter 5 Compositional processes

5.4 Exploration for possible differential processes
Given a compositional data set X = [ x1 , ;...; x N ] forming some possible process butwith no obvious driving variable such as time, temperature or pressure, it is of interest
to explore the possibility that there may be some unknown process at work. A suitable
tool for such an investigation is the simplicial singular value decomposition(Aitchison et al, 2002). With each x n expressible in power-perturbation form:
x n = ξ ⊕ ( un1 s1 ⊗ β1 ) ⊕ . . . ⊕ (u n, D−1 s D−1 ⊗ βD−1 )where ξ is the centre of the data set. Here the hope is that the singular values are
decreasing so rapidly that the variability will be described by a low order truncation of
the power-perturbation combination.

Suppose that for the Arctic lake sediments we were unaware of the possibility of
depth as a process variable. Then the application of the singular value decomposition
gives a representationx n = ξ ⊕ ( un1s1 ⊗ β1 ) ⊕ ( un2 s2 ⊗ β2 ),where
s1 = 9,51, s2 = 1..85;ξ = [0.1780.5640.258];
β1 = [0.1360.3040.560],β 2 = [ 0.1960.6290.175].

The second order approximation explains 96.3 of the total variability. This should
encourage the search for a possible driving variable. If depth is considered and plottedagainst the resulting u’s a log- like scatter of points is obtained confirming the natureof the earlier regression analysis.

The expression of a process in terms of a power-perturbation combination is insimplicial terms a range space description. It should be realised that for any range
space description say range(Β ) there is available a corresponding null space

106Chapter 5 Compositional processes

description null( Β⊥ ) . This is convenient if the objective is to produce some law- likedescription of the process. This was the situation in Aitchison and Thomas (1998) inthe study of olivines. There, for example for kimberlitess, the range space approach
would have resulted in[ Fe, Mg , Si ] = ξ ⊕ ( u ⊗ [0.128 0.461 0.411])

corresponding to the null space law- like description
0.065 log Fe + 0.67222 log Mg − 0.738 log Si = constantor equivalently in equilibrium form

 Fe 
 
 Si 

0. 089 Mg 
 Si 

0. 011= 1.13.

As a further illustrative analysis of the 25 5-part hongite compositions of Aitchison(1986) provides an interesting insight into the variability. The simplicial singularvalue decomposition gives the following resultss = [ 6.185 1.478 0.377 0.066]
ξ = [ 0.489 0.220 0.099 0104.
0.088]
β1 = [ 0.222
β2 = [ 0.170
β3 = [ 0.395
β3 = [ 0.125

0.329
0.198
0.103
0.125

0.084 0.189 0.177]
0.179 0.089 0.364]
0.143 0.167 0.192]
0.125 0.311 0.314]

The consequence is that the second order power-perturbation approximation explains
94 percent of the total variability. Moreover the nature of β1 and β2 indicate that thefirst order approximation is associated with stability of the (4,5)-subcomposition withthe second order complementing this with a subprocess involving the stability of the(1, 2, 3)-subcomposition.

107

Chapter 5 Compositional processes

5.5 Convex linear mixing processes

Another popular way of studying compositional data is in terms of convex linear
modelling processes. Such an approach is based on some such assumption asconservation of mass There is, of course, no way that compositional data can be used
to support such a mass conservation hypothesis since compositions carry no
information about mass. Compositions can, however, be analyzed within models
which assume conservation of mass. All these models assume that there are sourcecompositions, say ξ1 , . . . , ξC , from which a generic observed composition x arises as aconvex linear combinationx = π1ξ1 + . . . + π C ξC
where π = [π1 , . . . , π C ] ∈ S C is the vector of mixing proportions. The form ofmodelling obviously depends on the extent of the information about the number ofsources and the source compositions. At the ‘ignorance end’ neither the number ofsources nor their compositions are known – the so-called endmember problem aspresented, for example, in Renner (1993) and Weltje (197). At the opposite extreme
the problem may be to test a hypothesis that the sources are specified ompositions

ξ1 , . . . , ξC . Many intermediate situations can be visualised: an example is the pollution
problem analysed by Aitchison and Bacon-Shone (1999), where there are not only
samples from the target set but also sampled compositions from the source.

The additive nature of such modelling does not mean that basic principles ofcompositional data analysis are thereby neglected. For example an approach to theso-called endmember problem where a set of say C endmember compositions

ξ1 , . . . , ξC is sought such that each composition x n (n = 1, . . . , N) of the data set canbe expressed as a convex linear combination Π n of ξ1 , . . . , ξC , uses as criterion of
success the magnitude ofN∑ ∆ (x , ξ )
2

n

n =1

108

n

Chapter 5 Compositional processes

while monitoring the magnitude of∑ ∆ (ξ , ξ ).
2

b

c

b< c

All that are required to implement such a procedure are good algorithms for theminimisation of functions over a product of simplices. Our own, still at the testingstage, are based on an iterative search program where each step involves perturbationsof the attained position, For the hongite data set for example on the supposition that
there are three endme mbers these turn out to beξ1 = [ 0.358 0.052 0.265 0.059 0.266]
ξ2 = [ 0.507 0.351 0.004 0.085 0.053] .
ξ3 = [ 0.374 0.055 0.392 0146.
0.033]

5.6 Distinguishing between alternative hypotheses

Each of the processes – differential perturbation and convex linear mixing – will
result in fitted compositions, say x nP and x nC , for each of the observed compositions
x n . The goodness of fit G P and G C of each of these processes may then be reasonably

judged in terms some such measures asNN

G = ∑ ∆ ( x n , xn ),G = ∑ ∆ ( x n , xn ).
P

2

P

C

n =1

2

C

n =1

In such a comparison, of course, we would be comparing processes of the same orderof complexity. We do not attempt here to develop any formal statistical test for such a
comparison. That would certainly involve many assumptions about the nature of theresidual variability and possibly lead to more argument than any simple sensible
comparison of the goodness of fit measures.

For the hongite data set we can compare these goodness of fit measures at various
orders of approximation:
109

Chapter 5 Compositional processes

Order
2
3
4
5

Differential
perturbation
GP
2.332
0.146
0.004
0

Convex lineal
mixing
GC
3.731
1.851
0.402
0

It is fairly clear that for this data set the differential perturbation model has the edge
over the convex linear model. This is in concurrence with the known method bywhich the data set was originally simulated.

110

Postlude Pockets of resistance and confusion

Postlude
Pockets of resistance and confusion
There are a number of well-defined categories of response to the problems ofcompositional data analysis. I hope readers do not recognize their position in any of
the categories.

The wishful thinkers
No problem exists (Gower,1987) or, at worst, it is some esoteric mathematicalstatistical curiosity which has not worried our predecessors and so should not worry
us. Let us continue to calculate and interpret correlations of raw components. After
all if we omit one of the parts the constant-sum constraint no longer applies.
Someday, somehow, what we are doing will be shown by someone to have beencorrect all the time.

The describers
As long as we are just describing a compositional data set we can use any
characteristics. In describing compositional data we can use arithmetic means,covariance matrices of raw components and indeed any linear methods such as
principal components of the raw components. After all we are simply describing thedata set in summary form, not analyzing it (Le Maitre, 1982).

The openers
The fact that most compositions are recorded by first arriving experimentally at an'open vector' of quantities of the D parts constituting some whole and then forming a'closed vector', the composition, seems to have led to a particular form of wishful
thinking. All will be resolved if we can reopen the closed vector in some ideal way
and then perform some statistical analysis on the open vectors to reveal the innersecrets of the compositions. The notion that there is some magic powder which can besprinkled on closed data to make them open and unconstrained dies hard. Most
recently Whitten (1995) takes as closed vectors major-oxide compositions of rocks

111

Postlude Pockets of resistance and confusion

expressed as percentages by weight, scales by whole rock specific gravities to obtain'open vectors' recorded in g/100cc. His argument depends on attempts to establish thatwhole rock specific gravity is independent of the composition of the rock (Tosomeone with virtually no knowledge of geology a seemingly naive concept) by aseries of regression studies in which whole rock specific gravities are regressedagainst at most two of the constituent major oxides. Percentages of explanation ofover 50 per cent are cavalierly regarded as indications of independence. And why we
may ask was not a regression on the complete set of major oxides considered. These
would certainly have led to even higher percentages of explanation. Apart from thisstatistical criticism the consequent open vectors are peculiarly placed geometrically,
being only minor displacements from a different constraining hyperplane. If only suchopeners would realize that in any opened composition the ratios of components are
the same as in the closed composition so that any scale invariant procedure applied
to the opened composition will be identical to that procedure applied to the closed
composition. Opening compositions is indeed superfluous folly.

The null correlationists
Pearson was the originator of this school. The idea developed from a study of thecomposition (shape) of Plymouth shrimps; see Aitchison (1986, Chapter 3) for an
account of his ingenious early bootstrap experiment. Others, in particular Chayes andKruskal (1966) and Darroch and Ratcliff (1970, 1978) have attempted this approach.
The basic idea here is related to the openers’ ideas. Because of the ‘negative bias’ incorrelations of raw components of compositions, zero correlation obviously does nothave its usual meaning in relation to independence. There must be some non- zero
value of such a correlation, called the null correlation, which corresponds to‘independence’. Usually the null correlation is surmised by some opening out
procedure, as for example the oft-quoted Chayes-Kruskall method. The concept ofnull correlation is spurious and indeed unnecessary. All meaningful concepts ofcompositional dependence and independence can be studied within the simplex and in
relation to the logratio covariance structures already specified.

The pathologists
A study of the compositional literature suggests that much of compositional data

112

Postlude Pockets of resistance and confusion

analysis in the period 1965-85 was directed at trying to find some inspiration from
calculation of crude correlations and other linear methods. Those who were aware thatthings go wrong with crude correlations attempted to describe the nature of thedisease instead of trying to find a cure. Thus we have many papers with titles such as‘An effect of closure on the structure of principal component’ (Chayes andTrochimczyk, 1978) and ‘The effect of closure on the measure of similarity between
samples’ (Butler, 1979).

The non-transformists
Despite his warning about the spuriousness of correlations of crude proportions,
Pearson

would

have

been

unhappy

about

the

solutionthroughlogratiotransformations. He had bitter arguments (Pearson, 1905, 1906) with some of therediscoverers (for example, Kapteyn, 1903 ) of the lognormal distribution. This lay inhis distrust of transformations: what can possibly be the meaning of the logarithm ofweight? I had hoped that we were now sufficiently convinced, particularly in geology,
that the lognormal distribution has a central role to play in many geologicalapplications. But the mention of a logratio of components still brings forth that same
resistance. What is the meaning of such a logratio is a question posed by Fisher in thediscussion of Aitchison (1982) and even more recently by Whitten (1995). We hopethat the analogy with the lognormal distribution and the comments earlier that every
piece of compositional statistical analysis can be carried out within the simplex may
mean that this resistance will soon collapse.

The sphericists
There have been various attempts to escape from the unit simplex to what are thought
to be simpler or more familiar sample spaces. One popular idea (Atkinson andStephens in the discussion of Aitchison (1982), and Stephens(1982)) is to move fromthe unit simplex S D to the positive orthant of the unit hypersphere by thetransformation zi =ui(i = 1, . . . , D) and then to use established theory of

distributions on the hypersphere. There are two insuperable difficulties about such atransformation. First, the transformation is only onto part of the hypersphere and soestablished distributional theory, associated as it is with the whole hypersphere, does

113

Postlude Pockets of resistance and confusion

not apply. There is clearly no way round this since the simplex and hypersphere are
topologically different: there is no way of transforming a triangle to the surface of a
two-dimensional sphere. As serious a difficulty is the impossibility of representing thefundamental operation of perturbation on the simplex as something tractable on thehypersphere. This is not surprising since the fundamental algebraic operation on thehypersphere is rotation and this bears no relationship to the structure of perturbation.
The additional step of Stanley (1990) in transforming z to spherical polar coordinates
further complicates such issues. Although the angles involved are scale invariant
functions of the composition their relationship to the composition is bewilderingly
complicated. Moreover there would be no subcompositional coherence since in termsof our previous discussion scientist B would be transforming onto a hypersphere oflower dimension with impossibly complicated relationships between the angles usedby scientist A and B.

The Dirichlet extenders
Many statisticians are attempting to extend the Dirichlet class of distributions on thesimplex in the hope that greater generality will bring greater realism than the simple
Dirichlet class. Unfortunately I think they are likely to fail, since even the simple
Dirichlet class with all its elegant mathematical properties does not have any exact
perturbation properties.

Conclusion
The only sensible conclusion, it seems to me, is to reiterate my advice to my students.
Recognize your sample space for what it is. Pay attention to its properties and follow
through any logical necessities arising from these properties. The solution here to theapparent awkwardness of the sample space is not so difficult. The difficulty is facing
up to reality and not imagining that there is some esoteric panacea.

114

References

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119

120

Appendix

TablesAppendix Tables

Table 1.1.1a Compositions of 25 specimens of hongite___________________________________________
Specimen Percentages by weight of minerals
no
A
B
C
D
E
___________________________________________
1
2
3
4
5

48.8
48.2
37.0
50.9
44.2

31.7
23.8
9.1
23.8
38.3

3.8
9.0
34.2
7.2
2.9

6.4
9.2
9.5
10.1
7.7

9.3
9.8
10.2
8.0
6.9

6
7
8
9
10

52.3
44.6
34.6
41.2
42.6

26.2
33.0
5.2
11.7
46.6

4.2
4.6
42.9
26.7
0.7

12.5
12.2
9.6
9.6
5.6

4.8
5.6
7.7
10.8
4.5

11
12
13
14
15

49.9
45.2
32.7
41.4
46.2

19.5
37.3
8.5
12.9
17.5

11.4
2.7
38.9
23.4
15.8

9.5
5.5
8.0
15.8
8.3

9.7
9.3
11.9
6.5
12.2

16
17
18
19
20

32.3
43.2
49.5
42.3
44.6

7.3
44.3
32.3
15.8
11.5

40.9
1.0
3.1
20.4
23.8

12.9
7.8
8.7
8.3
11.6

6.6
3.7
6.3
13.2
8.5

21
45.8
16.6 16.8
12.0
8.8
22
49.9
25.0
6.8
10.9
7.4
23
48.6
34.0
2.5
9.4
5.5
24
45.5
16.6 17.6
9.6
10.7
25
45.9
24.9
9.7
9.8
9.7
___________________________________________

121

Appendix

TablesTable 1.1.1b Compositions of 25 specimens of kongite_____________________________________________
Specimen Percentages by weight of minerals
no
A
B
C
D
E
_____________________________________________
1
2
3
4
5

33.5
47.6
52.7
44.5
42.3

6.1
14.9
23.9
24.2
47.6

41.3
16.1
6.0
10.7
0.6

7.1
14.8
8.7
11.9
4.1

12.0
6.6
8.7
8.7
5.4

6
7
8
9
10

51.8
47.9
51.2
19.3
46.1

33.2
21.5
23.6
2.3
23.4

1.9
10.7
6.2
65.8
10.4

7.0
9.5
13.3
5.8
11.5

6.1
10.4
5.7
6.8
8.6

11
12
13
14
15

30.6
49.7
49.4
38.4
41.6

6.7
28.1
24.3
9.5
19.0

43.0
5.1
7.6
30.6
17.3

6.3
8.0
8.5
14.8
13.8

13.4
9.1
10.2
6.7
8.3

16
17
18
19
20

42.3
45.7
45.5
52.1
46.2

43.3
23.9
20.3
17.9
14.3

1.6
10.3
13.6
10.7
18.5

5.9
11.6
10.9
7.9
12.2

6.9
8.5
9.7
11.4
8.8

21
47.2 30.9
4.6
6.3 11.0
2245.4 33.3
4.0 11.9
5.4
23
48.6 23.4
8.7 10.7
8.6
24
31.2
4.5 47.0 10.2
7.1
25
44.3 15.0 19.4 10.5 10.8___________________________________________

122

Appendix

Table 1.1.2

Tables(sand, silt, clay) compositions (percentages by weight) and water depth(m) of 39 Arctic lake sediments_____________________________________________
Sediment
Percentages by weight
Water
no
sand
silt
clay
depth
_____________________________________________
1
77.5
19.5
3.0
10.4
2
71.9
24.9
3.2
11.7
3
50.7
36.1
13.2
12.8
4
52.2
40.9
6.6
13.0
5
70.0
26.5
3.5
15.7
6
66.5
32.2
1.3
16.3
7
43.1
55.3
1.6
18.0
8
53.4
36.8
9.8
18.7
9
15.5
54.4
30.1
20.7
10
31.7
41.5
26.8
22.1
11
12
13
14
15
16
17
18
19
20

65.7
70.4
17.4
10.6
38.2
10.8
18.4
4.6
15.6
31.9

27.8
29.0
53.6
69.8
43.1
52.7
50.7
47.4
50.4
45.1

6.5
0.6
29.0
19.6
18.7
36.5
30.9
48.0
34.0
23.0

22.4
24.4
25.8
32.5
33.6
36.8
37.8
36.9
42.2
47.0

21
22
23
24
25
26
27
28
29
30

9.5
17.1
10.5
4.8
2.6
11.4
6.7
6.9
4.0
7.4

53.5
48.0
55.4
54.7
45.2
52.7
46.9
49.7
44.9
51.6

37.0
34.9
34.1
41.0
52.2
35.9
46.4
43.4
51.1
40.9

47.1
48.4
49.4
49.5
59.2
60.1
61.7
62.4
69.3
73.6

31
4.8
49.5
45.7
74.4
32
4.5
48.5
47.0
78.5
33
6.6
52.1
41.3
82.9
34
6.7
47.3
45.9
87.7
35
7.4
45.6
46.9
88.1
36
6.0
48.9
45.1
90.4
37
6.3
53.8
39.9
90.6
38
2.5
48.0
49.5
97.7
39
2.0
47.8
50.2
103.7
_____________________________________________

123

Appendix

TablesTable 1.1.3 Household expenditures (HK$) on four commodity groups of 20 single
men (M) and 20 single women (W)_________________________________________________________________
Commodity group
Commodity group
ID
1
2
3
4
ID
1
2
3
4
no
no
_________________________________________________________________
M1
M2
M3
M4
M5

497 591153
839 942302
789 1308 668
892 842287
1585 781 2476

291
365
584
395
1740

W1
W2
W3
W4
W5

820
184
921
488
721

114
74
66
80
83

183
6
1686
103
176

154
20
455
115
104

M6
755
M7
388
M8
617
M9
248
M10 1641

764
655
879
438
440

428
153
757
22
6471

438
233
719
65
2063

W6
W7
W8
W9
W10

614
801
396
864
845

55
56
59
65
64

441
357
61
1618
1935

193
214
80
352
414

M11 1180
M12
619
M13
253
M14
661
M15 1981

1243 768
684
99
422
15
739
71
869 1489

813
204
48
188
1032

W11 404
W12 781
W13 457
W14 1029
W15 1047

97
47
103
71
90

33
1906
136
244
653

47
452
108
189
298

M16 1746 746 2662 1594
W16 552
91 185 158
M17 1865 915 5184 1767
W17 718 104 583 304
M18
238 552
29
75
W18 495 114
6574
M19 1199 1095 261 344
W19 382
77 230 147
M20 1524 964 1739 1410
W20 1090
59 313 177_________________________________________________________________
1
2
3
4

Housing, including fuel and light
Foodstuffs, including alcohol and tobacco
Other goods, including clothing, footwear and durable goods
Services, including transport and vehicles

124Appendix

TablesTable 1.1.4 Dietary compositions of the milk of 60, thirty in the control group and 30
in the treatment group (pr = protein, mf = milk fat, ch = carbohydrate)

Control group before______________________________________________
pr
mf
ch
Ca
Na
K
10-2 x 10-2 x 10-2 x____________________________________________
0.3098 0.2237 0.4410 0.0103 0.0025 0.0127
0.2679 0.3687 0.3377 0.0084 0.0030 0.0144
0.2583 0.3392 0.3747 0.0074 0.0047 0.0157
0.2450 0.2614 0.4617 0.0090 0.0090 0.0140
0.3715 0.1477 0.4514 0.0098 0.0032 0.0163
0.2451 0.2987 0.4263 0.0104 0.0032 0.0163
0.3797 0.2268 0.3660 0.0064 0.0080 0.0131
0.2286 0.2723 0.4709 0.0097 0.0026 0.0159
0.2381 0.2182 0.5199 0.0100 0.0016 0.0122
0.3731 0.1937 0.4051 0.0109 0.0020 0.0153
0.1988 0.4113 0.3632 0.0056 0.0080 0.0131
0.3178 0.1908 0.4678 0.0058 0.0067 0.0111
0.2446 0.2976 0.4272 0.0114 0.0018 0.0175
0.2680 0.2357 0.4731 0.0041 0.0085 0.0106
0.3448 0.2428 0.3840 0.0098 0.0040 0.0148
0.2107 0.4630 0.2955 0.0154 0.0016 0.0138
0.2767 0.1796 0.5177 0.0040 0.0089 0.0130
0.3286 0.2883 0.3584 0.0065 0.0038 0.0143
0.2168 0.3149 0.4421 0.0083 0.0043 0.0136
0.2325 0.2858 0.4544 0.0049 0.0066 0.0157
0.3140 0.1600 0.4967 0.0092 0.0053 0.0149
0.3007 0.2313 0.4451 0.0084 0.0016 0.0131
0.1966 0.3840 0.3933 0.0101 0.0031 0.0128
0.1207 0.5170 0.3328 0.0075 0.0042 0.0179
0.1728 0.4103 0.3892 0.0112 0.0015 0.0150
0.1655 0.5171 0.2841 0.0094 0.0066 0.0173
0.3257 0.1735 0.4761 0.0059 0.0044 0.0142
0.2177 0.3711 0.3788 0.0147 0.0021 0.0155
0.2628 0.3019 0.4022 0.0131 0.0035 0.0164
0.3754 0.1718 0.4256 0.0112 0.0009 0.0150______________________________________________

125

Appendix

Table 1.1.4

Tables(continued)

Treatment group before______________________________________________
pr
mf
ch
Ca
Na
K
10-2 x 10-2 x 10-2 x____________________________________________
0.3270 0.1956 0.4500 0.0068 0.0083 0.0123
0.3758 0.1720 0.4267 0.0071 0.0057 0.0125
0.2473 0.3304 0.3924 0.0086 0.0059 0.0156
0.2624 0.2719 0.4344 0.0090 0.0054 0.0169
0.2811 0.2700 0.4226 0.0042 0.0108 0.0112
0.3456 0.2318 0.4003 0.0039 0.0069 0.0115
0.4216 0.1417 0.4138 0.0080 0.0024 0.0125
0.2465 0.3286 0.3980 0.0087 0.0046 0.0135
0.2468 0.3266 0.3945 0.0092 0.0052 0.0178
0.3486 0.1670 0.4575 0.0118 0.0015 0.0135
0.3217 0.2407 0.4055 0.0069 0.0126 0.0128
0.2165 0.3268 0.4260 0.0111 0.0035 0.0161
0.3296 0.2173 0.4197 0.0092 0.0110 0.0133
0.2324 0.3370 0.4026 0.0086 0.0022 0.0172
0.2252 0.3160 0.4245 0.0099 0.0072 0.0171
0.1756 0.4177 0.3797 0.0091 0.0037 0.0143
0.3169 0.2167 0.4373 0.0051 0.0116 0.0125
0.2226 0.3809 0.3668 0.0064 0.0088 0.0145
0.2820 0.2373 0.4514 0.0085 0.0040 0.0168
0.2180 0.3414 0.4138 0.0066 0.0042 0.0161
0.3460 0.2307 0.3926 0.0106 0.0046 0.0155
0.3065 0.2337 0.4336 0.0125 0.0014 0.0122
0.2522 0.2965 0.4227 0.0141 0.0016 0.0130
0.3312 0.1541 0.4896 0.0073 0.0048 0.0130
0.2800 0.2365 0.4562 0.0115 0.0015 0.0144
0.2704 0.2809 0.4256 0.0119 0.0009 0.0104
0.5041 0.0875 0.3808 0.0104 0.0027 0.0146
0.3187 0.2490 0.4041 0.0111 0.0037 0.0134
0.2396 0.3502 0.3793 0.0106 0.0033 0.0170
0.2424 0.2725 0.4592 0.0117 0.0015 0.0127_______________________________________________

126

Appendix

Table 1.1.4

Tables(continued)

Control group after______________________________________________
pr
mf
ch
Ca
Na
K
10-2 x 10-2 x 10-2 x____________________________________________
0.2582 0.3057 0.4107 0.0105 0.0021 0.0128
0.2381 0.3954 0.3356 0.0112 0.0030 0.0168
0.2405 0.3291 0.3985 0.0093 0.0047 0.0179
0.2877 0.2461 0.4342 0.0108 0.0063 0.0149
0.4395 0.1251 0.4049 0.0109 0.0028 0.0169
0.2040 0.3285 0.4400 0.0103 0.0022 0.0149
0.3427 0.2165 0.4115 0.0070 0.0077 0.0146
0.1469 0.4245 0.4000 0.0115 0.0015 0.0156
0.1941 0.2976 0.4779 0.0135 0.0018 0.0150
0.4360 0.1699 0.3690 0.0107 0.0012 0.0132
0.2302 0.4212 0.3186 0.0069 0.0085 0.0145
0.3338 0.2230 0.4174 0.0070 0.0063 0.0123
0.2351 0.3279 0.4102 0.0101 0.0013 0.0154
0.2475 0.2789 0.4435 0.0059 0.0102 0.0140
0.2942 0.3392 0.3415 0.0086 0.0034 0.0132
0.2112 0.4724 0.2886 0.0152 0.0009 0.0117
0.2809 0.1890 0.4981 0.0055 0.0098 0.0166
0.3244 0.3192 0.3291 0.0070 0.0051 0.0153
0.2164 0.2855 0.4692 0.0097 0.0047 0.0147
0.2310 0.3091 0.4341 0.0048 0.0064 0.0145
0.2411 0.1875 0.5468 0.0082 0.0039 0.0125
0.3304 0.2364 0.4056 0.0103 0.0017 0.0156
0.2461 0.3472 0.3786 0.0115 0.0030 0.0137
0.1321 0.5356 0.3041 0.0077 0.0035 0.0170
0.1276 0.4896 0.3516 0.0136 0.0012 0.0164
0.1447 0.6130 0.2158 0.0080 0.0047 0.0139
0.3044 0.1814 0.4878 0.0068 0.0041 0.0155
0.2352 0.4027 0.3373 0.0114 0.0015 0.0119
0.2248 0.3225 0.4217 0.0117 0.0037 0.0157
0.3039 0.2252 0.4477 0.0106 0.0006 0.0119_______________________________________________

127

Appendix

Table 1.1.4

Tables(continued)

Treatment group after______________________________________________
pr
mf
ch
Ca
Na
K
10-2 x 10-2 x 10-2 x____________________________________________
0.3575 0.1780 0.4357 0.0090 0.0085 0.0113
0.5056 0.1038 0.3607 0.0107 0.0063 0.0129
0.3635 0.2455 0.3616 0.0097 0.0060 0.0137
0.3510 0.2040 0.4182 0.0116 0.0027 0.0125
0.2246 0.3028 0.4419 0.0071 0.0116 0.0121
0.3966 0.1662 0.4115 0.0066 0.0085 0.0107
0.5544 0.1024 0.3145 0.0146 0.0023 0.0117
0.3587 0.2107 0.3980 0.0147 0.0048 0.0130
0.2509 0.2850 0.4385 0.0108 0.0027 0.0122
0.4076 0.1332 0.4351 0.0137 0.0012 0.0094
0.2939 0.2268 0.4510 0.0099 0.0083 0.0101
0.1521 0.3636 0.4580 0.0127 0.0025 0.0111
0.4641 0.1584 0.3491 0.0085 0.0101 0.0098
0.2870 0.2738 0.4091 0.0126 0.0019 0.0157
0.2693 0.2995 0.4037 0.0135 0.0035 0.0104
0.1894 0.4421 0.3416 0.0110 0.0041 0.0117
0.2816 0.2176 0.4722 0.0071 0.0098 0.0117
0.2154 0.4184 0.3414 0.0092 0.0050 0.0105
0.2896 0.2187 0.4638 0.0097 0.0028 0.0154
0.3070 0.2707 0.3921 0.0112 0.0030 0.0160
0.3749 0.2146 0.3794 0.0145 0.0039 0.0128
0.3195 0.2214 0.4297 0.0186 0.0011 0.0097
0.2654 0.2255 0.4766 0.0206 0.0011 0.0108
0.3843 0.1460 0.4478 0.0088 0.0034 0.0096
0.3690 0.1822 0.4162 0.0168 0.0014 0.0143
0.4646 0.1813 0.3257 0.0188 0.0007 0.0089
0.5987 0.0588 0.3123 0.0154 0.0016 0.0132
0.4122 0.2157 0.3385 0.0195 0.0026 0.0116
0.3991 0.2600 0.3126 0.0114 0.0026 0.0143______________________________________________

128

Appendix

TablesTable 1.1.5 Six-part colour compositions of 22 paintings by an abstract artist________________________________________________________
Painting
Proportions of total area assigned to colours
No
black
white
blue
red
yellowother________________________________________________________
1
2
3
4
5

0.125
0.143
0.147
0.164
0.197

0.243
0.224
0.231
0.209
0.151

0.153
0.111
0.058
0.120
0.132

0.031
0.051
0.129
0.047
0.033

0.181
0.159
0.133
0.178
0.188

0.266
0.313
0.303
0.282
0.299

6
7
8
9
10

0.157
0.153
0.115
0.178
0.164

0.256
0.232
0.249
0.167
0.183

0.072
0.101
0.176
0.048
0.158

0.116
0.062
0.025
0.143
0.027

0.153
0.170
0.176
0.118
0.186

0.246
0.282
0.259
0.347
0.281

11
12
13
14
15

0.175
0.168
0.155
0.126
0.199

0.211
0.192
0.251
0.273
0.170

0.070
0.120
0.091
0.045
0.080

0.104
0.044
0.085
0.156
0.076

0.157
0.171
0.161
0.131
0.158

0.283
0.305
0.257
0.269
0.318

16
17
18
19
20

0.163
0.136
0.184
0.169
0.146

0.196
0.185
0.152
0.207
0.240

0.107
0.162
0.110
0.111
0.141

0.054
0.020
0.039
0.057
0.038

0.144
0.193
0.165
0.156
0.184

0.335
0.304
0.350
0.300
0.250

21
0.200
0.172
0.059
0.120
0.136
0.313
22
0.135
0.225
0.217
0.019
0.187
0.217
_________________________________________________________

129

Appendix

TablesTable 1.1.6 Activity patterns of a statistician for 20 days______________________________________________
Day
Proportion of day in activity
No
te
co
ad
re
ot
sl
______________________________________________
1
0.144 0.091 0.179 0.107 0.263 0.217
20.162 0.079 0.107 0.132 0.265 0.254
30.153 0.101 0.131 0.138 0.209 0.267
40.177 0.087 0.140 0.132 0.155 0.310
50.158 0.110 0.139 0.116 0.258 0.219
6
0.165 0.079 0.113 0.113 0.275 0.255
7
0.159 0.084 0.117 0.094 0.225 0.321
80.161 0.105 0.123 0.110 0.267 0.234
90.163 0.126 0.105 0.106 0.227 0.273
100.169 0.102 0.104 0.104 0.235 0.286
11
0.149 0.113 0.123 0.115 0.256 0.244
120.118 0.100 0.145 0.096 0.192 0.349
13
0.106 0.112 0.135 0.104 0.205 0.338
14
0.163 0.142 0.109 0.115 0.260 0.211
15
0.151 0.122 0.126 0.121 0.235 0.245
16
0.163 0.101 0.126 0.142 0.232 0.237
17
0.176 0.084 0.094 0.098 0.213 0.335
18
0.104 0.093 0.148 0.090 0.269 0.295
19
0.111 0.111 0.118 0.086 0.216 0.358
20
0.105 0.090 0.135 0.117 0.168 0.385________________________________________________
Notes: te = teaching; co = consultation;ad = administration;
re = research; ot = other wakeful activities; sl = sleep

130Appendix

TablesTable 1.1.7 Typical river and fishing location pollutant compositions

PollutantRiver 1

River 2

River 3

Location A

Location B

Location C

a

b

c

d

0.65410.15530.11290.07770.54200.34970.03490.07340.24500.29240.24500.21760.25030.04200.55710.15060.33340.17040.20260.2936

0.43320.14090.13520.29070.40140.18640.26190.15030.38200.11690.34800.15310.40330.23000.21680.14980.47060.22070.15940.14930.31400.10600.38960.19040.24600.22780.34880.1774131

Appendix

TablesTable 4.5.1 Six-part mineral compositions of 22 specimens of goilite

a
b
c
d
e
f
______________________________________________________________
1
0.125
0.353
0.266
0.163
0.031
0.181
2
0.143
0.224
0.313
0.111
0.051
0.159
3
0.147
0.231
0.303
0.058
0.129
0.133
4
0.164
0.209
0.282
0.120
0.047
0.178
5
0.197
0.151
0.299
0.132
0.033
0.188
6
0.157
0.256
0.246
0.072
0.116
0.153
7
0.153
0.232
0.282
0.101
0.062
0.170
8
0.115
0.249
0.259
0.176
0.025
0.176
9
0.178
0.167
0.347
0.048
0.143
0.118
10
0.164
0.183
0.281
0.158
0.027
0.186
11
0.175
0.211
0.283
0.070
0.104
0.157
12
0.168
0.192
0.305
0.120
0.044
0.171
13
0.155
0.251
0.257
0.091
0.085
0.161
14
0.126
0.273
0.269
0.045
0.156
0.131
15
0.199
0.170
0.318
0.080
0.076
0.158
16
0.163
0.196
0.335
0.107
0.054
0.144
17
0.136
0.185
0.304
0.162
0.020
0.193
18
0.184
0.152
0.350
0.110
0.039
0.165
19
0.169
0.207
0.300
0.111
0.057
0.156
20
0.146
0.240
0.250
0.141
0.038
0.184
21
0.200
0.172
0.313
0.059
0.120
0.136
22
0.135
0.225
0.217
0.217
0.019
0.187
______________________________________________________________
a: arkaigite
d: dhuiteb: broomite
e: eckitec: carronite
f: fyneite

Table 4.5.2 Variation array for goilite compositional data set
Column j
a
b
c
d
e
f
_________________________________________

Row i

a
b
c
d
e
f

0
-0.275-0.6050.432
1.047-0.0270.307
0-0.330
0.706
1.322
0.247

0.129
0.270
0
1.037
1.652
0.578

0.502 0.617 0.225
0.465 0.646 0.221
0.486 0.628 0.213
01.071 0.314
0.615
0
0.769
-0.459 -1.074
0Estimates below the diagonal are of E(log(xj /xi ) and above the diagonal of132

var{log( xi / x j )}Appendix

TablesTable 4.7.1 Major-oxide and mineral compositions of 21 tektites
Major oxide compositions
Case
SiO2
K2 O Na 2 O CaO MgO Fe2 O3 TiO P2 O5_____________________________________________________
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21

70.83
80.10
80.17
78.40
78.37
77.21
78.19
76.11
76.68
76.09
76.25
76.23
75.59
75.58
75.38
75.51
75.13
74.94
73.36
72.70
71.89

1.86
1.99
2.24
1.90
2.43
2.42
2.23
2.38
1.81
2.04
2.22
2.03
2.42
2.40
2.21
2.25
1.84
1.84
1.93
1.63
1.60

1.20 0.52 0.46 0.030 0.65
1.37 0.49 0.42 0.110 0.66
1.53 0.56 0.37 0.180 0.60
1.36 0.55 0.59 0.050 0.69
1.84 0.78 0.70 0.050 0.59
1.80 0.96 0.50 0.060 0.62
1.71 0.65 0.73 0.230 0.74
1.59 0.81 0.59 0.220 0.74
1.27 0.59 0.56 0.005 0.83
1.60 0.67 0.54 0.230 0.80
1.63 0.74 0.74 0.270 0.74
1.50 0.51 0.58 0.330 0.77
1.72 0.79 0.66 0.200 0.73
1.84 0.79 0.95 0.210 0.71
1.77 0.79 0.95 0.320 0.78
1.61 0.74 0.67 0.350 0.75
1.42 0.54 0.61 0.170 0.90
1.50 0.66 0.43 0.130 0.86
1.44 0.61 0.75 0.310 0.87
1.43 0.41 0.70 0.320 0.99
1.28 0.045 0.78 0.270 1.05

0.005
0.020
0.030
0.010
0.020
0.060
0.040
0.040
0.010
0.040
0.050
0.050
0.050
0.050
0.060
0.050
0.050
0.040
0.030
0.070
0.040

Minerals compositions
Case qu
or
al
an
en
ma
il
ap
______________________________________________________
1
62.02 10.99 10.15 2.58 1.15 0.040 1.23 0.010
261.13 11.76 11.59 2.30 1.05 0.160 1.25 0.050
359.17 13.25 12.94 2.58 0.92 0.260 1.14 0.070
458.93 11.23 11.50 2.66 1.47 0.070 1.31 0.020
553.79 14.36 15.56 3.74 1.74 0.070 1.12 0.050
652.54 14.30 15.22 4.37 1.24 0.090 1.18 0.140
755.20 13.17 14.46 2.96 1.82 0.330 1.41 0.090
852.78 14.06 13.45 3.76 1.47 0.320 1.41 0.090
957.90 10.69 10.74 2.86 1.39 0.010 1.58 0.020
1054.19 12.05 13.53 3.06 1.34 0.330 1.52 0.090
11
53.22 13.12 13.79 3.34 1.84 0.390 1.41 0.120
1255.38 11.99 12.69 2.20 1.44 0.480 1.46 0.120
1351.24 14.30 14.55 3.59 1.64 0.290 1.39 0.120
14
50.15 14.18 15.56 3.59 2.37 0.300 1.35 0.120
1550.97 13.06 14.97 3.53 2.37 0.460 1.48 0.140
1652.39 13.29 13.62 3.34 1.67 0.510 1.42 0.120
1754.92 10.87 12.01 2.35 1.52 0.250 1.71 0.120
1854.01 10.87 12.69 3.01 1.07 0.190 1.63 0.090
1951.99 11.40 12.18 2.83 1.87 0.450 1.65 0.070
2052.95 9.63 12.09 1.58 1.74 0.460 1.88 0.170
2152.79 9.45 10.83 1.97 1.94 0.390 1.99 0.090______________________________________________________
qu: quartz
en: enstatite

or: orthoclase
ma: magnetite

al: albite
il: ilmenite

133

an: anorthite
ap: apatite

Appendix

TablesTable 4.7.2 Oxides and associated minerals in tektite study_________________________________________________________________
Oxide
MineralAbbreviation
Formula_________________________________________________________________SiO 2

Quartz

qu

SiO 2

K2O

Orthoclase

or

KAlSi3 O8

Na2 O

Albiteal

NaAlSi3 O8

CaO

Anorthitean

CaAl2 Si2 O8

MgO

Enstatiteen

MgSiO 3Fe2 O3Magnetitema

Fe3 O4

TiO

Ilmenite

il

FeTiO 3

P2 O5Apatiteap

Ca5 (F,Cl)(PO4 )3__________________________________________________________________

134