This Jupyter notebook demonstrates how to properly plot uncertainty (confidence) ellipses for 2D normally distributed data.

The HotellingEllipse package helps draw the Hotelling's T-squared ellipse on a PCA or PLS score scatterplot by computing the Hotelling's T-squared statistic and providing the ellipse's coordinates, semi-minor, and semi-major axes lengths.

Sharing things I find useful. Pragmatic, but hopefully well-grounded.

A demo application showcasing using LightningChart JS to display a confidence ellipse for a scatter chart.

The ConfidenceEllipse package provides functions for computing the coordinate points of confidence ellipses and ellipsoids for a given bivariate and trivariate dataset, at user-defined confidence level.