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Calculating Uncertainty Ellipses
Calculating Uncertainty Ellipses
Input: onesigmauncertaintyinthexdirection:x
onesigmauncertaintyintheydirection:y
correlationcoefficientxy
centeroftheellipse:(x,y)
aspectratiooftheplot:(y/verticalplotlength)/(x/horizontalplotlength)
1)Calculatethecovariancebetweenxandy:
2)Constructthecovariancematrix:
3)Calculatethelengthsoftheellipseaxes,whicharethesquarerootoftheeigenvaluesofthe
covariancematrix:
4)Calculatethecounterclockwiserotation()oftheellipse:
1
Tan
2
5)Tocreatea95%confidenceellipsefromthe1errorellipse,wemustenlargeitbyafactorof
2.4477.
6)Plottheellipse:
7a)Plotanellipsewithsemimajorandsemimonoraxesparalleltothexandyaxesofthe
graph,centeredat(x,y).Theseaxislengthsarethesquarerootsoftheeigenvalues.Thelarger
eigenvaluebelongstotheaxiswiththelargeruncertainty:
Ifx>y
semimajoraxislengthparalleltox=sqrt(maximum(eigenvalues))*scalefactor
semiminoraxislengthparalleltoy=sqrt(minimum(eigenvalues))*scalefactor
Ify>x
semiminoraxislengthparalleltox=sqrt(minimum(eigenvalues))*scalefactor
semimajoraxislengthparalleltoy=sqrt(maximum(eigenvalues))*scalefactor
7b)Rotatetheellipseradianscounterclockwisefromitsoriginalorientation.