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PCA + Hotelling's T^2

1 message · Pedro Mardones

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Dear R users;
Is there any function to plot the confidence ellipse (Hotelling's T^2)
in an score plot from a PCA?
I have the scores off course , say scores for PC1 and PC2, and the
value of the Hotelling's T^2 statistic.
Thanks for any hint
PM