2次元の座標群に対する確率楕円を計算

ErrorEllipse.py

#https://github.com/joferkington/oost_paper_code/blob/master/error_ellipse.py
def confidence_ellipse(x, y, n_std=3.0):
    def eigsorted(cov):
        vals, vecs = np.linalg.eigh(cov)
        order = vals.argsort()[::-1]
        return vals[order], vecs[:,order]
    
    xy = (np.mean(x), np.mean(y))
    cov = np.cov(x, y)
    vals, vecs = eigsorted(cov)
    theta = np.degrees(np.arctan2(*vecs[:,0][::-1]))
    width, height = 2 * n_std * np.sqrt(vals)
    
    ellip = (xy[0], xy[1]), width, height, theta
    
    return ellip