mdatools (version 0.9.4)

reslim.jm: Calculates critical limits for Q-residuals using classic JM approach

Description

The method is based on

Usage

reslim.jm(eigenvals, Q, ncomp, alpha = 0.05, gamma = 0.01,
  return = "limits")

Arguments

eigenvals

vector with eigenvalues for all variables

Q

vector with Q-residuals for selected component

ncomp

number of components

alpha

significance level for extreme objects

gamma

significance level for outliers

return

what to return: 'limits' or 'probability'