Quite some time ago I had to plot confidence ellipses for two-dimensional datasets.
There was no out-of-the-box solution in the libraries I used, then.
Also, all the solutions that I found when searching online seemed cumbersome or did not even work well.
So I brewed my own. You can see the result of my effort in this blogpost here (python, using numpy and matplotlib):
- along with an explanation how and why it works.
If you guys think that this functionality might be useful within matplotlib, I would happily prepare this approach - pythonic-checks, tests and all - and send a patch or pull request.
I consider the confidence ellipse a kind of "cousin" to the "scatter(...)" function. Maybe it is appropriate to place it next to "scatter" - but that is still to be discussed, I think.
Do you think that a function to plot the confidence ellipse of a two-dimensional dataset should be part of matplotlib?
I am curious to hear your opinion. If the answer is "yes" I will make time to get the existing code "matplotlib-ready".
(Sorry, I am posting this for the second time. First time, I sent an html message which messed up the readability in the list)
Kind regards, Carsten