compositions (version 1.10-1)

ConfRadius: Helper to compute confidence ellipsoids

Description

Computes the quantil 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

Value

• a scalar

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)
vcovAcomp(model)[,,1,1]