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)
Value
qHotellingsT2
a vector of quantils
pHotellingsT2
a vector of probabilities
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
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.