R: Helper to compute confidence ellipsoids

ConfRadius {compositions} | R Documentation

## 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) )
     }

[Package compositions version 2.0-2 Index]