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 SSCP-matrix that correspond to the chosen dimensions are copied into a two-dimensional matrix S (symmetric of course).
  2. The eigenvalues of S are determined, call them s1 and s2.
  3. The lengths li of the axes of the ellipse can be obtained as the square root of the si multiplied by a scale factor: li = scaleFactor · √ (si ), where scaleFactor = numberOfSigmas / √(numberOfObservations – 1).
  4. The area of the ellipse will be π·l1·l2.

### Links to this page

- Discriminant: Get concentration ellipse area...
- What was new in 3.9?