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
qHotellingsT2a vector of quantils
pHotellingsT2a 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.