[R] ellipse -confidence interval

[Jari Oksanen]

On 15 Jun 2005, at 23:05, pgonzalez at fcnym.unlp.edu.ar wrote:

> Hi!, I made a plot with two variables representing the first two axis 
> of a
> principle component analysis. My question is:
> How can I superimpose on such plot an ellipse that represent the 95% 
> interval of
> confidence of scores?
>
You can't, because you don't know the confidence (or s.e.) of the 
scores. Or this is the answer if you mean that each point in the plot 
should be enclosed in its private confidence ellipse (some people may 
come with ideas to get those s.e.'s: go tell the people if you find one 
that works). On the other hand, if you want to enclose all points 
within one ellipse, you can directly use ellipse package which requires 
covariance matrix as input. If you prefer ellipsoid hulls, you can use 
functions in cluster package. Package vegan has some examples of the 
use of ellipse package (see ordiellipse there).

Some people are hypersensitive to "principle" components (beware).

cheers, jari oksanen
--
Jari Oksanen, Oulu, Finland