HotellingsTsq: Hotellings T square distribution

In compositions: Compositional Data Analysis

Hotellings T square distribution

Description

The Hotellings T square distribution is the distribution of the squared Mahalanobis distances with respected to estimated variance covariance matrices.

Usage

qHotellingsTsq(p,n,m)
pHotellingsTsq(q,n,m)
          

Arguments

p	a (vector of) probabilities
q	a vector of quantils
n	number of parameters, the p parameter of Hotellings T^2 distribution
m	number of dimensions, the m parameter of the Hotellings T^2 distribution

Details

The Hotellings T^2 with paramter p and m is the distribution empirical squared Mahalanobis distances of a m dimensional vector with respect to a variance covariance matrix estimated based on np degrees of freedom.

Value

qHotellingsT2	a vector of quantils
pHotellingsT2	a vector of probabilities

Author(s)

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

See Also

ellipses, ConfRadius, pf

Examples

(q <- qHotellingsTsq(seq(0,0.9,by=0.1),3,25))
pHotellingsTsq(q,3,25)

compositions documentation built on June 22, 2024, 12:15 p.m.