Draw Two-Dimensional Ellipse Based on Mean and Covariance
Draw a two-dimensional ellipse that traces a bivariate normal density contour for a given mean vector, covariance matrix, and probability content.
ellipse(mu, sigma, alpha = .05, npoints = 250, newplot = FALSE, draw = TRUE, ...)
mu |
A 2-vector giving the mean. |
sigma |
A 2x2 matrix giving the covariance matrix. |
alpha |
Probability to be excluded from the ellipse. The default value is alpha = .05, which results in a 95% ellipse. |
npoints |
Number of points comprising the border of the ellipse. |
newplot |
If newplot = TRUE and draw = TRUE, plot the ellipse on a new plot. If newplot = FALSE and draw = TRUE, add the ellipse to an existing plot. |
draw |
If TRUE, draw the ellipse. |
... |
Graphical parameters passed to |
ellipse
returns an npoints
x2 matrix of the points forming the
border of the ellipse.
Johnson, R. A. and Wichern, D. W. (2002) Applied Multivariate Statistical Analysis, Fifth Edition, Prentice Hall.
## Produce a 95% ellipse with the specified mean and covariance structure. mu <- c(1, 3) sigma <- matrix(c(1, .3, .3, 1.5), 2, 2) ellipse(mu, sigma, npoints = 200, newplot = TRUE)
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