Faq how do I calculate my own T2 and Q limits

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Issue:

How do I calculate my own T2 and Q limits?

Possible Solutions:

Confidence limits for Q residuals (also known as "SPE") and Hotellings T2 can be calculated using the commands:

>> residuallimi
>> tsqlim

To calculate new residual limits, you must pass the eigenvalues for the residuals from the model. Assuming you have a model structure named "model":

>> qlimit = residuallimit(model.detail.reseig,cl);

where cl is the confidence limit desired (in fractional confidence limit: 0.95 ). Note that for some model types, .detail.reseig is not defined. In these cases, you'll need to calculate the raw residuals themselves. You can usually do this with datahat, but you need to pass the original calibration data along with the model:

>> [xhat,residuals] = datahat(model,data);
>> qlimit = residuallimit(residuals,cl);

To calculate new T2 limits, tsqlim can be called very simply:

>> tsqcl = tsqlim(m,pc,cl);

where m is the number of samples in the model, pc is the number of PCs (or LVs) in the model, and cl is the confidence limit desired.

Note that tsqlim supplies the same result whether cl is a percent or fractional but residuallimit requires the fraction cl.

To calculate limits for individual scores, see the related FAQ.


Still having problems? Please contact our helpdesk at helpdesk@eigenvector.com