SSCP: Get sigma ellipse area...
A command to query the selected SSCP object for the area of a sigma ellipse.
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.
Links to this page
© djmw, May 25, 2000