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How to create 95 and 99 percent confidence ellipses around my data

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Here is my code to plot a scatter plot of the data and to plot the eign variable:
X = 3 + 2*randn(500,1)
Y = 2*X + 4*randn(500,1)
CoVarience= cov(X,Y)
EignValues= eig(CoVarience)
plot(EignValues,'linewidth', 2.0)
hold on
How would I create ta function to plot he 95 and 99% confidence ellipses in the same figure as the scatter plot?

Answers (1)

Rohit Pappu
Rohit Pappu on 23 Mar 2021
Please refer to this answer for leads on how to plot confidence ellipses


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