ConfRadius: Helper to compute confidence ellipsoids

In compositions: Compositional Data Analysis

Helper to compute confidence ellipsoids

Description

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

Usage

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

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) )
 }

compositions documentation built on April 14, 2023, 12:26 a.m.