Re: fitting 2d normal distribution

[Søren Hauberg]

ons, 22 10 2008 kl. 10:42 -0400, skrev John W. Eaton:
> On 22-Oct-2008, Søren Hauberg wrote:
> | I don't think there are any functions for plotting ellipses from
> | covariance matrices.
> 
> Does the following function do (at least part of) what you want?

It seems like quite a nice tool. Just to make sure I use it correctly:
if I want to visualise the covariance of some zero-mean data, by
plotting the ellipse corresponding to the points with a Mahalanobis'
distance of 3 from the origin, then I have to call 'ellipse' like this

  [...] = ellipse (inv (C), 3);

where C is the covariance matrix of the data?

Søren

P.S. Plotting ellipses is such a standard operation that I think we
should have this function somewhere. In core Octave? If not, any
suggestions to which package we should put it?