Number of dimensions, returned as a positive integer value.
The dimension is determined by a series of hypothesis tests. The test
for `ndim = 1`

tests the hypothesis that the variances
of the data values along each principal component are equal, the test
for `ndim = 2`

tests the hypothesis that the variances
along the second through last components are equal, and so on. The
null hypothesis is that the number of dimensions is equal to the number
of the largest unequal eigenvalues of the covariance matrix of `x`

.

Significance value for the hypothesis tests, returned as a vector
of scalar values in the range `(0,1)`

. Each element
in `prob`

corresponds to an element of `chisquare`

.

Test statistics for each dimension's hypothesis test,
returned as a vector of scalar values.