Hyperellipsoid confidence region

Question

The R function ellipse() (package: ellipse) allows to generate the coordinates of confidence regions for two parameters. Does anyone know how to generate the coordinates of hyperellipsoid confidence regions for D>2 parameters?

Answer 1

If I understand your question, I think what you want is described in the "Introduction to rggobi" document which you can find with a search. They call it a graphical manova. I implemented it in 3D in the function makeEllipsein the package ChemoSpec. If you study that and related functions, I think you can extend it to more dimensions. You can see it in action by running the examples in plotScores3D or plotScoresRGL. Good luck.