Calculaties Hotelling's T2 statistic for each sample. T2 can be viewed as the squared distance from a samples projection into the subspace to the centroid of the subspace, or, more simply, the variation of the sample point within the model.

Namespace:  CenterSpace.NMath.Stats
Assembly:  NMathStats (in NMathStats.dll) Version: 3.4.0.0

Syntax

C#
public DoubleVector HotellingsT2()
Visual Basic (Declaration)
Public Function HotellingsT2 As DoubleVector
Visual C++
public:
DoubleVector^ HotellingsT2()

Return Value

Vector of T2 statistics for the samples. The ith element of the T2 vector is the T2 statistic for the ith sample.

See Also