compositions (version 2.0-0)

HotellingsTsq: 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

Value

qHotellingsT2

a vector of quantils

pHotellingsT2

a vector of probabilities

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.

See Also

ellipses, ConfRadius, pf

Examples

# NOT RUN {
(q <- qHotellingsTsq(seq(0,0.9,by=0.1),3,25))
pHotellingsTsq(q,3,25)
# }