A command to query the selected SSCP object for the area of a sigma ellipse.

Algorithm

The algorithm proceeds as follows:

1. The four array elements in the SSCP-matrix that correspond to the chosen dimensions are copied into a two-dimensional matrix S (symmetric of course).

2. The eigenvalues of S are determined, call them s₁ and s₂.

3. The lengths l_i of the axes of the ellipse can be obtained as the square root of the s_i multiplied by a scale factor: l_i = scaleFactor · √ (s_i ), where scaleFactor = numberOfSigmas / √(numberOfObservations – 1).

4. The area of the ellipse will be π·l₁·l₂.

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