Helper to compute confidence ellipsoids

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Description

Computes the quantile of the Mahalanobis distance needed to draw confidence ellipsoids.

Usage

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ConfRadius(model,prob=1-alpha,alpha)
          

Arguments

model

A multivariate linear model

prob

The confidence probability

alpha

The alpha error allowed, i.e. the complement of the confidence probability

Details

Calculates the radius to be used in confidence ellipses for the parameters based on the Hottelings T^2 distribution.

Value

a scalar

Author(s)

K.Gerald v.d. Boogaart http://www.stat.boogaart.de

See Also

lm, mvar, AIC

Examples

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data(SimulatedAmounts)
model <- lm(ilr(sa.groups)~sa.groups.area)
cf = coef(model)
plot(ilrInv(cf, x=sa.groups))
for(i in 1:nrow(cf)){
  vr = vcovAcomp(model)[,,i,i]
  vr = ilrvar2clr(vr)
  ellipses(ilrInv(cf[i,]), vr, r=ConfRadius(model, alpha=0.05) )
 }

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