Take the 2-minute tour ×   CovMat= {{88.5333, -33.6, -5.33333},
{-33.6, 15.4424, 2.66667},           {-5.33333, 2.66667,
0.484848}}  eigenvalues= {0.0098, 0.4046, 104.7}  eigenvectors=
{{0.93, 0.36, -0.03}, {-0.36, 0.9, -0.23}, {-0.06, 0.23, 0.97}}
And as the last question, how can I project this ellipsoid onto
2D planes?  share|improve this question add comment  migrated
from stats.stackexchange.com Mar 15 '13 at 14:05   2 Answers
For full control over the plot and the analysis, it is useful to
know how to do the calculations yourself. They include:    •
Finding the contour level corresponding to the desired
confidence (without this the result scarcely can be called a
"confidence" ellipse!);    • Determining the limits (and aspect
ratios) of the plot;    • Establishing a useful mesh on the
ellipsoid (showing contours along the eigendirections).  These
steps should be apparent in the lines of the following code,
which takes for input a number a (the confidence will be $1-a$)
and the covariance mat