search for: tp1694538p1695236

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2010 Mar 28
3
Ellipse that Contains 95% of the Observed Data
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) ?