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error_ellipse

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01 Apr 2004 (Updated )

Plot an error ellipse depicting confidence interval given a covariance matrix.

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Description

% ERROR_ELLIPSE - plot an error ellipse, or ellipsoid, defining
% confidence region
% ERROR_ELLIPSE(C22) - Given a 2x2 covariance matrix, plot the
% associated error ellipse, at the origin. It returns a graphics handle
% of the ellipse that was drawn.
%
% ERROR_ELLIPSE(C33) - Given a 3x3 covariance matrix, plot the
% associated error ellipsoid, at the origin, as well as its projections
% onto the three axes. Returns a vector of 4 graphics handles, for the
% three ellipses (in the X-Y, Y-Z, and Z-X planes, respectively) and for
% the ellipsoid.
%
% ERROR_ELLIPSE(C,MU) - Plot the ellipse, or ellipsoid, centered at % MU, a vector whose length should match that of C (which is 2x2
% or 3x3).
%
% ERROR_ELLIPSE(...,'Property1',Value1,'Name2',Value2,...) sets
% the values of specified properties, including:
% 'C' - Alternate method of specifying the covariance matrix
% 'mu' - Alternate method of specifying the ellipse (-oid) center
% 'conf' - A value betwen 0 and 1 specifying the confidence interval.
% the default is 0.5 which is the 50% error ellipse.
% 'scale' - Allow the plot the be scaled to difference units.
% 'style' - A plotting style used to format ellipses.
% 'clip' - specifies a clipping radius. Portions of the ellipse, -oid,
% outside the radius will not be shown.
%
% NOTES: C must be positive definite for this function to work
% properly.

Acknowledgements

This file inspired Gaussian Mixture Probability Hypothesis Density Filter (Gm Phd).

MATLAB release MATLAB 6.1 (R12.1)
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Comments and Ratings (58)
04 Jun 2014 Jonathan Currie

Should the second argument to qchisq not be the degrees of freedom, rather than the number of parameters?

11 Dec 2013 Peter Farkas

This was excellent for learning about Kalman filters.

14 Aug 2013 Serena

Thank you,it was useful!
I have a question about the k value since I'm not familiar with statistics: why do you get it from a k square distribution and not from a normal distribution?

11 Jun 2013 Christian  
08 Feb 2013 Charles Nelatury  
02 May 2012 Burcu

Really very helpful. But did not understand how to calculate k value from conf "k = sqrt(qchisq(conf,r))" Does anybody know how this relation holds? Thanks..

24 Apr 2012 Mohammad Ehsanul

Thanks. Saved a lot of my time.

26 Oct 2011 Takuma  
29 Sep 2011 Anthony

Very helpful and easy to use.

09 Apr 2011 gunes bay1r

thanks for conf. interval comment phil fox

21 Mar 2011 Claus

Ooops, there's an obvious mistake in my area/volume calculation from above. I forgot to factor in the quantile for the desired percentile, i.e., you have to multiply the area/volume with the quantile of the desired confidence interval (conf). You can use the embedded functions from error_ellipse to calculate Pconf (for the default of conf=0.5, Pconf(2D)=1.1774/Pconf(3D)=1.5382). The formular for area (volume accordingly) should read:
area=prod(sqrt(eig(C)))*pi*Pconf

18 Mar 2011 Claus

@Jenn Risk & @me: Finally got a solution for area/volume. It's all based on the eigenvalues of the CovMatrix (the prerequisite for error_ellipse).
Area (2D): area=prod(sqrt(eig(C)))*pi
Volume (3D): volume=prod(sqrt(eig(C)))*4/3*pi

Hope that helps. Cheers!

17 Mar 2011 Claus

Worked just great for me and saved a LOT of time writing my own code. Thanks!

I'm currently working on a area/volume calculation. @Ahmed Fasih: det(covMatrix) may definately be used as a measure, however, it's not the actual area/volume.

27 Dec 2010 Zohar Bar-Yehuda  
01 Sep 2010 Ahmed Fasih

Jenn Risk: just use det(CovMatrix) for area/volume.

M ChC, Volkan Ozturk:
figure; handle(1)=error_ellipse(A); hold on; handle(2)=error_ellipse(B); handle(3)=error_ellipse(C); set(handle(2), 'color','r', 'linestyle',':'); set(handle(3), 'color','k', 'linestyle','--');

19 Aug 2010 Marcel

Perfect piece of code! I am using it alot. Had to change the API though to make it a bit more flexible in terms of plot properties (e.g. passing it a parent axes handle).

22 Jun 2010 Ipsita

??? function h = error_ellipse(varargin)
|
Error: Function definitions are not permitted at the prompt or in scripts.

I get the above error, can anyone help ? I am using MATLAB 7.6.0(2008a). Thanks

19 Apr 2010 Jenn Risk

Very helpful optically - but can it calculate the area of the error ellipse? I couldn't easily get it to adapt to this. Any help would be great!

18 Nov 2009 David

Sorry, but my previous comment contained some errors:
- C = [1 -2; -2; 4]. This is not a valid covariance matrix.
- "positive semi-definite symmetric (that is, they may include negative values off the diagonal)." This is not true.

What is true, is that C must be a positive semi-definite matrix. But that is just a minor comment, because the implementation allows for that.

Conclusion:
This Matlab function works. Thanks!

17 Nov 2009 David

% NOTES: C must be positive definite for this function to
% work properly.

This is quite a strange restriction, because covariance matrices are positive semi-definite symmetric (that is, they may include negative values off the diagonal). For example, it is not possible to visualize the following very simple, and valid, covariance matrix: C = [1 -2; -2; 4].

Does anybody know of a Matlab function which is capable of visualizing all kinds of covariance matrices (both 2D and 3D)? Thanks!

16 Nov 2009 Pearl  
16 Nov 2009 Benjamin Pavie  
01 Sep 2009 Miguel Torres  
01 Jul 2009 Nora  
02 Dec 2008 John

function works great and is easy to use. thank you

12 Nov 2008 Dan Stowell

Delightful tool, easy to use and worked straight away

17 Sep 2008 R Lewis

Did the job flawlessly.

06 Aug 2008 Alex Yakubovich

re: change color, multiple ellipses on same plot

To have multiple ellipses, just type 'hold on' in the command window before calling error_ellipse. You can change the color once you've plotted the ellipse in the property editor (open pe in view>property editor)

25 Jul 2008 Adam Attarian

precisely what i needed! hooray.

21 Jun 2008 M ChC

how do I change the color of the ellipse?

04 Jun 2008 Dagmar Schoch  
15 May 2008 Trevor Wood

excellent, thanks.

14 May 2008 Siladitya Dey  
26 Apr 2008 Marino Pagan

Thank you very much!!! Excellent!

11 Apr 2008 Matthew Nelson

very useful. thank you

21 Feb 2008 phil fox

Be aware that the default confidence interval is 0.5 rather than more standard values such as 0.683, 0.9 etc.. Use the 'conf' parameter to change.

21 Nov 2007 Volkan Ozturk

How can i see two plots on the same graphics. I have to do some comparison.

Regards

03 Jul 2007 kevin chen

handy

25 Jun 2007 Feng Rice

Excellent.

10 Jan 2007 mohan palani  
02 Nov 2006 Sujai Kumar  
14 Jul 2006 John Magirk

perfect! works great AND easy to use.

05 Jul 2006 Chris Willy

Great code, very useful. Saved me lots of time.

16 May 2006 Matt Irwin

Great code, thanks.

10 May 2006 Damien Dusha

You just saved me a day and most of my hair :)

04 May 2006 Valentin Kuklin

Amazing. Good work! Thanks a lot!

09 Apr 2006 M Fellows

Very Useful!

27 Feb 2006 ryan jessup

worked perfectly! Thanks!

06 Feb 2006 oxana govokhina

Excellent

24 Jan 2006 Laurent Nguyen

Works perfectly

14 Oct 2005 Juan Pablo Nieto

It works excellent

21 Mar 2005 Paul Thompson

There is NOT an error at line 117.

05 Jan 2005 Kamini Singha

works fabulously.

02 Dec 2004 Niklaus Hugi  
29 Jul 2004 Gordon Dryden

There is an error at line 117. The line reads: XYZ = [X(:),Y(:),Z(:)]*sqrt(eigval)*eigvec'; but should be: XYZ = [X(:),Y(:),Z(:)]*eigvec*sqrt(eigval)*eigvec';

13 Apr 2004 Mark Brown

Doesn't run. I get an error...
??? Undefined command/function 'getopt'.
Error in ==> error_ellipse at 61
prop = getopt(default_properties, varargin{:});

13 Apr 2004 Una Kusan

Now it's working fine.
Thanks again!
U.

07 Apr 2004 Una Kusan

It doesn't work on my matlab platform (6.1).

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