[R] Plotting an ellipse in 3D

[Mike White]

I have been using the ellipse function from the car package and the
covariance matrix to draw an ellipse around a group of points to show the
confidence limits.  However, the points are actually represented by 3
variables so rather than plot each pairwise combination of variables in 2D I
would like to plot the 'ellipse' in 3D using the djmrgl package.  Can anyone
offer advice on how I can plot the surface of  a 3D 'ellipse' using the
covariance matrix to define the shape, so that the points inside can also be
seen.

Thanks
Mike White