CarstenSchelp
/ plot_confidence_ellipse.py
Last active
August 21, 2024 17:19
A function to plot the confidence ellipse of the covariance of a 2D dataset. Uses matplotlib.
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| import numpy as np | |
| import matplotlib.pyplot as plt | |
| from matplotlib.patches import Ellipse | |
| import matplotlib.transforms as transforms | |
| def confidence_ellipse(x, y, ax, n_std=3.0, facecolor='none', **kwargs): | |
| """ | |
| Create a plot of the covariance confidence ellipse of `x` and `y` | |
| See how and why this works: https://carstenschelp.github.io/2018/09/14/Plot_Confidence_Ellipse_001.html |