Jmlimit
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Purpose
Confidence limits for Q residuals via Jackson-Mudholkar.
Synopsis
- rescl = jmlimit(pc,s,cl)
Description
JMLIMIT estimates confidence limits for Q residuals based on the Jackson-Mudholkar method. See Jackson, J.E., "A User's Guide to Principal Components", John Wiley & Sons, New York, NY (1991), and the discussion in the Chemometrics Tutorial on PCA.
Inputs are the number of PCs used pc, the vector of eigenvalues s, and the confidence limit cl expressed as a fraction (e.g. 0.95). Note that for a PCA model structure, model, that the eigenvalues can be found in model.detail.ssq(:,2).
The output rescl is the confidence limit based on the method of Jackson and Mudholkar. See chilimit for an alternate method of residual limit calculation based on chi squared.
Examples
rescl = jmlimit(2,ssq(:,2),0.95);
For a PCA model contained in the structure model:
rescl = jmlimit(4,model.detail.ssq(:,2),0.99);