compositions (version 2.0-8)

ConfRadius: 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)

Value

a scalar

Arguments

model

A multivariate linear model

prob

The confidence probability

alpha

The alpha error allowed, i.e. the complement of the confidence probability

Author

K.Gerald v.d. Boogaart http://www.stat.boogaart.de

Details

Calculates the radius to be used in confidence ellipses for the parameters based on the Hottelings \(T^2\) distribution.

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) )
 }