For my test data, I calculated the first two principal components using the prcomp
function. I then plotted the first 2 components using the plot function.
df <- data.frame(x1 = runif(10), x2 = runif(10), x3 = runif(10), x4 = runif(10))
rownames(df) <- letters[1:10]
res <- prcomp(df, center = TRUE, scale = TRUE, na.action = na.omit)
plot(res$x, xlim = c(-5, 5), ylim = c(-5, 5))
I now would like to place an ellipse around the data that represens a 95% confidence interval using Hotelling's T2 statistic.
The SensoMineR
package in particular the panellipse
function seems to be what I am looking for. However, my R knowledge is still quite limited and I was therefore wondering if you could point me in the right direction on to construct such a confidence interval.
Many thanks! Jacky
SensoMineR is good.
There is another package called Package 'Hotelling' which is easy to place an ellipse around the data.
The technical post webpages of this site follow the CC BY-SA 4.0 protocol. If you need to reprint, please indicate the site URL or the original address.Any question please contact:yoyou2525@163.com.