SSCP: Get sigma ellipse area...

A command to query the selected SSCP object for the area of a sigma ellipse.

Algorithm

The algorithm proceeds as follows:

1. The four array elements in the SSCP-matrix that correspond to the chosen dimensions are copied into a two-dimensional matrix S (symmetric of course).
2. The eigenvalues of S are determined, call them s1 and s2.
3. The lengths li of the axes of the ellipse can be obtained as the square root of the si multiplied by a scale factor: li = scaleFactor · √ (si ), where scaleFactor = numberOfSigmas / √(numberOfObservations – 1).
4. The area of the ellipse will be π·l1·l2.

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© djmw, May 25, 2000