HotellingEllipse

MaRDI QIDQ104621CRANFDO

Authors Christian L. Goueguel

Last update 29 September 2026

Copyright license MIT license, File License

Software version identifier 1.1.0, 0.1.1, 1.1.0, 1.2.0, PACKAGES.rds, 1.3.0

Description

Functions to calculate the Hotelling’s T-squared statistic and corresponding confidence ellipses. Provides the semi-axes of the Hotelling’s T-squared ellipses at user-defined confidence levels (95% and 99% by default). Enables users to obtain the coordinates in two or three dimensions at user-defined confidence levels, allowing for the construction of 2D or 3D ellipses with customized confidence levels. Bro and Smilde (2014) <doi:10.1039/c3ay41907j>. Brereton (2016) <doi:10.1002/cem.2763>.

Cites work

• Hotelling'sTsquared distribution, its relationship to theFdistribution and its use in multivariate space
• Principal component analysis

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