MultivariateStatistics`

MultivariateStatistics`

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, ….

Details and Options

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].
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.

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:

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