SSCP: Get sigma ellipse area...


A command to query the selected SSCP object for the area of a sigma ellipse.
Algorithm
The algorithm proceeds as follows:

1. The four array elements in the SSCPmatrix that correspond to the chosen dimensions are copied into a twodimensional matrix S (symmetric of course).

2. The eigenvalues of S are determined, call them s_{1} and s_{2}.

3. The lengths l_{i} of the axes of the ellipse can be obtained as the square root of the s_{i} multiplied by a scale factor: l_{i} = scaleFactor · √ (s_{i} ), where scaleFactor = numberOfSigmas / √(numberOfObservations – 1).

4. The area of the ellipse will be π·l_{1}·l_{2}.
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© djmw, May 25, 2000