Reference

Hotelling’s T-squared

T-squared statistic, cutoffs and ellipses for component scores (PCA, PLS, ICA).

hotelling_parameters	Hotelling’s T-squared statistic and Hotelling’s ellipse parameters.
hotelling_coordinates	Coordinates of Hotelling’s T-squared ellipse or ellipsoid.

Confidence ellipses

Confidence ellipses and ellipsoids of raw data, optionally by group.

confidence_ellipse

Coordinates of confidence ellipses or ellipsoids of raw data, optionally by group.