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EllipsoidQuantile[matrix, q]
gives the ellipsoidal locus of the q^(th) quantile of matrix.
EllipsoidQuantile[matrix, {q1, q2, ...}]
gives ellipsoidal loci for multiple quantiles q1, q2, ....
  • EllipsoidQuantile[matrix, q] 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.
Ellipsoidal quantile for bivariate data:
Click for copyable input