The HotellingEllipse package helps draw the Hotelling's T-squared ellipse on a PCA or PLS score scatterplot by computing the Hotelling's T-squared statistic and providing the ellipse's coordinates, semi-minor, and semi-major axes lengths.
pca outliers rstats principal-component-analysis partial-least-squares-regression pls confidence-ellipse hotelling-t2 hotelling-s-t-square hotelling-ellipse multivariate-distribution hotellings-t2-distribution
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Updated
Jan 4, 2025 - R