The method is based on n
reslim.hotelling(ncomp, T2 = NULL, alpha = 0.05, gamma = 0.01,
T2lim = NULL, return = "limits")
number of components
vector with T2-residuals for selected component
significance level for extreme objects
significance level for outliers
T2 limits from a PCA model (needed for probabilities)
what to return: 'limits'
or 'probability'