GaussianEllipse: Gaussian ellipse
Description
Return the ellipse equal to the highest pdf region of
a bivariate Gaussian distribution with a given probability.
Usage
GaussianEllipse(mean, Sigma, p)
Arguments
- mean
numeric vector of length 2, the mean of the bivariate Gaussian
distribution; this is the center of the ellipse
- Sigma
covariance matrix of the bivariate Gaussian distribution
- p
desired probability level, a number between 0 and 1 (strictly)