Creating a Confidence Ellipses in a sccatterplot using matplotlib

Question

How to creating a Confidence Ellipses in a sccatterplot using matplotlib?

The following code works until creating scatter plot. Then, does anyone familiar with putti

Answer 1

The following code draws a one, two, and three standard deviation sized ellipses:

x = [5,7,11,15,16,17,18]
y = [8, 5, 8, 9, 17, 18, 25]
cov = np.cov(x, y)
lambda_, v = np.linalg.eig(cov)
lambda_ = np.sqrt(lambda_)
from matplotlib.patches import Ellipse
import matplotlib.pyplot as plt
ax = plt.subplot(111, aspect='equal')
for j in xrange(1, 4):
    ell = Ellipse(xy=(np.mean(x), np.mean(y)),
                  width=lambda_[0]*j*2, height=lambda_[1]*j*2,
                  angle=np.rad2deg(np.arccos(v[0, 0])))
    ell.set_facecolor('none')
    ax.add_artist(ell)
plt.scatter(x, y)
plt.show()