mdatools (version 0.8.2)

ldecomp.getResLimits: Statistical limits for Q and T2 residuals

Description

Computes statisticsl limits for Q and T2 residuals

Usage

ldecomp.getResLimits(eigenvals, nobj, ncomp, alpha = 0.05)

Arguments

eigenvals

vector with eigenvalues

nobj

number of objects in data

ncomp

number of calculated components

alpha

significance level

Value

Returns a list with two vectors: T2lim and Qlim.

Details

T2 limits are calculated using Hotelling statistics.