When there are 3 or more variables in the data, this function produces a matrix with ellipses drawn in the upper triangle. The ellipse in cell \(i,j\) of the plot is drawn to be a contour of a standard bivariate normal with correlation \(\rho_{ij}\). One ellipse is drawn in each cell for each model in the covfm object. When there are 2 variables in the data, this function produces a scatter plot of the data with an overlaid 95% confidence ellipse for each model in the covfm object.