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Multivariate Statistics Package Symbol

EllipsoidQuantile

EllipsoidQuantile[matrix, q]
gives the ellipsoidal locus of the q

quantile of matrix.

EllipsoidQuantile[matrix, {q₁, q₂, ...}]
gives ellipsoidal loci for multiple quantiles q₁, q₂, ....

To use EllipsoidQuantile, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].

EllipsoidQuantile[matrix, q] returns an Ellipsoid object centered at Mean[matrix].

Needs["MultivariateStatistics`"]

Ellipsoidal quantile for bivariate data: