R: Hotellings T square distribution

HotellingsTsq {compositions} | R Documentation

## 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)

[Package compositions version 2.0-2 Index]