Hi:
Does Ellipse and dataellipse function in R produce the same ellipse? I
wanted to see how the radius for the Ellipse function in R calculated. Also
what is the var-covariance matrix, if any, assumed for the dataellipse
function? Heres an example of the code where I am generating Multivariate
normal data and creating ellipse using the 2 functions:
library(car)
library(mvtnorm)
mu = c(0,0)
sigma = matrix(c(20,0,0,45),nrow=2)
z = rmvnorm(10000,mu,sqrt(sigma))
dataEllipse(z,levels=.95)
car::ellipse(mu, sigma*qchisq(.05,2), col="blue", radius=sqrt(2 *
qf(.975, 2, 9998)) )
Any help is appreciated.
Thanks
Anamika
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