Tsqlim
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Purpose
Calculates PCA confidence limits for Hotelling's T2.
Synopsis
- tsqcl = tsqlim(m,pc,cl)
- tsqcl = tsqlim(model,cl)
Description
Inputs can be in one of two forms:
(a) the number of samples m, the number of principal components used pc, and the fractional confidence limit, cl (0 < cl < 1) which can be a scalar or a vector (to calculate multiple confidence limits simultaneously).
or (b) a standard model structure, model, and the fractional confidence limit, cl (0 < cl < 1).
The output tsqcl is the confidence limit. See Jackson (1991).
Examples
tsqcl = tsqlim(15,2,0.95)
model = pca(data,pc); tsqcl = tsqlim(model,0.95)