Chilimit
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Purpose
Chi-squared confidence limits from sum-of-squares residuals.
Synopsis
- [lim,scl,dof] = chilimit(ssqr,cl)
- lim = chilimit(scl,dof,cl)
Description
CHILIMIT determines a confidence limit for sum-of-squares residuals, (ssqr), by fitting the residuals to the g Chi-squared h distribution. If the sum-squared residuals are reasonably approximated by a Chi-squared distribution this gives a very good estimate of the confidence level. However, it has been observed that outliers can significantly bias the estimate.
The standard call to CHILIMIT uses the sum of squares residuals (ssqr), and the optional fractional confidence level requested, (cl) {default = 0.95}. Outputs are the calculated limit (lim), the scaling determined from the residuals (scl), and the degrees of freedom determined from the residuals (dof).
The scaling, (scl), and number of degrees of freedom, (dof), returned from a previous call to CHILIMIT can be used in subsequent calls to CHILIMIT to obtain new limits without the original residuals.
See Also
jmlimit, pca, pcr, pls, residuallimit