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The HotellingEllipse package helps draw the Hotelling's T-squared ellipse on a PCA or PLS score scatterplot by computing the Hotelling's T-squared statistic and providing the ellipse's x-y coordinates, semi-minor, and semi-major axes lengths.
This Jupyter notebook demonstrates how to properly plot uncertainty (confidence) ellipses for 2D normally distributed data.
Bits, Pieces, Nuts and Bolts on Data Analysis and Machine Learning.
The ConfidenceEllipse package provides functions for computing the coordinate points of confidence ellipses and ellipsoids for a given bivariate and trivariate dataset, at user-defined confidence level.
A demo application showcasing using LightningChart JS to display a confidence ellipse for a scatter chart.