search for: pcsref

...I did not explained my problem quite well. I made a principal component analysis and took the 2 first principal components. I made ​​a chart of my points based on the score of the 2 PC. I would like to add on this graph a 95% confidence region. To do this I used the ellipse function as follows: pcsref=PC$score[data[,1]==ref,1:2] #matrix containing the scores of the two PC SD=cov(pcsref[,1:2]) #covariance matrice of the two PC scores lines (ellipse(SD, centre=colMeans(pcsref), level=0.95),type="l", lty=5) But I want the confidence region calculated by the Hotelling T2 method and I'...

Hello everyone I really need some help here. I made a confidence ellipse using the function ellipse from the package ellipse: ellipse(SD, centre=colMeans(pcsref),t=sqrt((p * (n-1)/(n-p))*qf(0.99, p,n-p)) Now, I want to write a function whom return TRUE or FALSE if a given observation is in the confidence ellipse. But I have no clue how to do it Can anyone help me? Best regards Jessica [[alternative HTML version deleted]]