T2 confidence intervals

Source: R/T2ic.R

This function computes T2 confidence intervals.

T2ic(data, a = NULL, alpha = 0.05)

Arguments

data

a data frame.
a

by default `a=NULL` and all simultaneous confidence intervals are obtained. If `a=c(1, -1)` then an interval for mu1-mu2 is obtained.
alpha

by default its value is 0.05.

Examples

# This example corresponds to example 5.2 From Johnson and Wichern (2007)

x1 <- c(3.7, 5.7, 3.8, 3.2, 3.1, 4.6, 2.4, 7.2, 6.7, 5.4, 3.9,
        4.5, 3.5, 4.5, 1.5, 8.5, 4.5, 6.5, 4.1, 5.5)
x2 <- c(48.5, 65.1, 47.2, 53.2, 55.5, 36.1, 24.8, 33.1, 47.4, 54.1,
        36.9, 58.8, 27.8, 40.2, 13.5, 56.4, 71.6, 52.8, 44.1, 40.9)
x3 <- c(9.3, 8, 10.9, 12, 9.7, 7.9, 14, 7.6, 8.5, 11.3, 12.7, 12.3,
        9.8, 8.4, 10.1, 7.1, 8.2, 10.9, 11.2, 9.4)
dt <- data.frame(x1, x2, x3)
T2ic(data=dt)
#>         linf      lsup
#> x1  3.397768  5.882232
#> x2 35.052408 55.747592
#> x3  8.570664 11.359336
# To obtain IC for mu2 - mu1
T2ic(data=dt, a=c(-1, 1, 0))
#>          linf     lsup
#> [1,] 30.86624 50.65376
# To obtain IC for mu1 - mu3
T2ic(data=dt, a=c(1, 0, -1))
#>           linf      lsup
#> [1,] -7.654456 -2.995544