EllipsoidQuantile


gives the ellipsoidal locus of the q^(th) quantile of matrix.


gives ellipsoidal loci for multiple quantiles , , .

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  • To use , you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
  • returns an Ellipsoid object centered at Mean[matrix].
  • The semi-axes radii are scaled to contain the fraction q of the sample space.
  • The value q can be any number between 0 and 1.