This function computes Spherical Error Probable radius from inputs consisting of the square roots of the eigenvalues of a covariance matrix (equivalently, from sigma-x, sigma-y, and sigma-z, of a trivariate normal distribution in a coordinate system where there is no cross-correlation between variables.) This means that if you have a covariance matrix and wish to compute the S.E.P., simply obtain the square roots of the eigenvalues and use these as inputs. For example, list them via "sqrt(eig(C))" where C is your covariance matrix.

The S.E.P. is the radius of a sphere which contains a fraction of probability equal to the input "prob," which is asumed to be 0.5 if omitted.

Note: if one of the input sigmas is significantly smaller than both others, calculation time may rise.

By uncommenting a labeled line of code, the user can enter a diagnostic mode toacy of this algoracy of this algor inputs are speci inputs are specified.

- Developer:
**Michael Kleder** - Website: http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=5688&objectType=file
- Platforms: Windows / Linux / Bsd / Solaris
- License: Freeware
- Language: Matlab
- Download: Click Here to Download