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Thanks for your arrow3 program.
Does the statement, ca = sqrt(2)*erfinv(cl/100), on line 148 in the file of simca.m represents the upper 1 − α quantile of the standard normal distribution? Does it equals to norminv(α,0,1)in Matlab?
Thus,eigenvalues are on the diagonal of sigma^2.
The calculation for Qlim in the file of SIMCA.m might be fixed for the vector eive consisting of the singular values rather than the eigenvalues.
t = E*inv(diag(eive(1:cpret).^.5)), on line 115 in simca file might be written as
t = E*inv(diag(eive(1:cpret))).