I figured this out so I wanted to post a response to my own question. Thanks to
Brian Ripley for his hint, which got me looking in the right direction. The plot
I had seen before that I wanted was automatic output to the cor.plot command in
the mvoutlier library. A similar tolerance ellipse can be obtained from the
covPlot command in the robustbase library, using
which="tolEllipsePlot" and classic=T.
Dr. Jenifer Larson-Hall
Assistant Professor of Linguistics
University of North Texas
(940)369-8950
