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
| Visual Basic (Declaration) |
|---|
Public Function HotellingsT2 As DoubleVector |
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