clear?all;
close?all;

%?Create?some?random?data
s?=?[2?2];
x?=?randn（3341）;
y1?=?normrnd（s（1）.*x1）;
y2?=?normrnd（s（2）.*x1）;
data?=?[y1?y2];

%?Calculate?the?eigenvectors?and?eigenvalues
covariance?=?cov（data）;
[eigenvec?eigenval?]?=?eig（covariance）;

%?Get?the?index?of?the?largest?eigenvector
[largest_eigenvec_ind_c?r]?=?find（eigenval?==?max（max（eigenval）））;
largest_eigenvec?=?eigenvec（:?largest_eigenvec_ind_c）;

%?Get?the?largest?eigenvalue
largest_eigenval?=?max（max（eigenval））;

%?Get?the?smallest?eigenvector?and?eigenvalue
if（largest_eigenvec_ind_c?==?1）
????smallest_eigenval?=?max（eigenval（:2））
????smallest_eigenvec?=?eigenvec（:2）;
else
????smallest_eigenval?=?max（eigenval（:1））
????smallest_eigenvec?=?eigenvec（1:）;
end

%?Calculate?the?angle?between?the?x-axis?and?the?largest?eigenvector
angle?=?atan2（largest_eigenvec（2）?largest_eigenvec（1））;

%?This?angle?is?between?-pi?and?pi.
%?Let‘s?shift?it?such?that?the?angle?is?between?0?and?2pi
if（angle?????angle?=?angle?+?2*pi;
end

%?Get?the?coordinates?of?the?data?mean
avg?=?mean（data）;

%?Get?the?95%?confidence?interval?error?ellipse
chisquare_val?=?2.4477;
theta_grid?=?linspace（02*pi）;
phi?=?angle;
X0=avg（1）;
Y0=avg（2）;
a=chisquare_val*sqrt（largest_eigenval）;
b=chisquare_val*sqrt（smallest_eigenval）;

%?the?ellipse?in?x?and?y?coordinates?
ellipse_x_r??=?a*cos（?theta_grid?）;
ellipse_y_r??=?b*sin（?theta_grid?）;

%Define?a?rotation?matrix
R?=?[?cos（phi）?sin（phi）;?-sin（phi）?cos（phi）?];

%let‘s?rotate?the?ellipse?to?some?angle?phi
r_ellipse?=?[ellipse_x_r;ellipse_y_r]‘?*?R;

%?Draw?the?error?ellipse
plot（r_ellipse（:1）?+?X0r_ellipse（:2）?+?Y0‘-‘）
hold?on;

%?Plot?the?original?data
plot（data（:1）?data（:2）?‘.‘）;
mindata?=?min（min（data））;
maxdata?=?max（max（data））;
Xlim（[mindata-3?maxdata+3]）;
Ylim（[mindata-3?maxdata+3]）;
hold?on;

%?Plot?the?eigenvectors
quiver（X0?Y0?largest_eigenvec（1）*sqrt（largest_eigenval）?largest_eigenvec（2）*sqrt（largest_eigenval）?‘-m‘?‘LineWidth‘2）;
quiver（X0?Y0?smallest_eigenvec（1）*sqrt（smallest_eigenval）?smallest_eigenvec（2）*sqrt（smallest_eigenval）?‘-g‘?‘LineWidth‘2）;
hold?on;

%?Set?the?axis?labels
hXLabel?=?xlabel（‘x‘）;
hYLabel?=?ylabel（‘y‘）;

?屬性????????????大小?????日期????時(shí)間???名稱(chēng)
-----------?---------??----------?-----??----
?????文件????????2265??2015-05-23?01:00??error_ellipse.m
?????文件????????1785??2015-05-23?01:02??error_ellipse.txt