I can take the results of a simulation with one random variable and generate an empirical interval that contains 95% of the observations, e.g.,
x <- rnorm(10000) quantile(x,probs=c(0.025,0.975)) Is there an R function that can take the results from two random variables and generate an empirical ellipse that contains 95% of the observations, e.g., x <- rnorm(10000) y <- rnorm(10000) ? I am specifically looking for an ellipse that does not assume normality. Tom -- View this message in context: http://n4.nabble.com/Ellipse-that-Contains-95-of-the-Observed-Data-tp1694538p1694538.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.