Compute orthogonal Euclidean distance from object to PC space (Q, q) and Mahalanobis squared distance between projection of the object to the space and its origin (T2, h).
ldecomp.getDistances(scores, loadings, residuals, eigenvals)
Returns a list with Q, T2 and tnorm values for each component.
matrix with scores (T).
matrix with loadings (P).
matrix with residuals (E).
vector with eigenvalues for the components
The distances are calculated for every 1:n components, where n goes from 1 to ncomp (number of columns in scores and loadings).