MultivariateStatistics`
MultivariateStatistics`

EllipsoidQuantile

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, .

Details

Examples

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Basic Examples  (1)

Ellipsoidal quantile for bivariate data:

Scope  (1)

Multiple ellipsoidal quantiles for bivariate data:

Applications  (1)

Visualize ellipsoidal quantiles for bivariate data: