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EllipsoidQuantile


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

gives ellipsoidal loci for multiple quantiles , , ....
  • 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:
Needs["MultivariateStatistics`"]
Ellipsoidal quantile for bivariate data:
In[2]:=
Click for copyable input
Out[2]=
Multiple ellipsoidal quantiles for bivariate data:
Visualize ellipsoidal quantiles for bivariate data: