In this version of the program a series of points is estimated as time-invariant flow of points (X, Y). Time (sequence number, parameter Z), X, Y sizes of a point are unused.

Confidence Ellipse
  • Information on correlations the points; 
  • Information on interfacing the points;
  • Regression line
  • Confidence Ellipse


The equation for the correlation coefficient is:

Where r(X,Y), the correlation coefficient (Pearson correlation coefficient), ranging from -1 to 1, calculated on all points you selected. Use the correlation coefficient to determine the relationship between two properties.

Confidence Ellipse illustrates a probability distribution on different directions. Its "Volume" is proportional to the square root of a generalized dispersion.

Interfacing factor:

    f2(X,Y,N) = sum( i, j )(Nij*Nij/Ni/Nj) - 1

The interfacing factor f2 of two random variables is based on a contingency table. f2 measures relation between X and Y. f2  reaches max when each line or each member contains only one member which is distinct from 0.

See example.