Publisher review:SEP - An Algorithm for Converting Covariance to Spherical Error Probable 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.
SEP is a Matlab script for Development Tools scripts design by Michael Kleder.
It runs on following operating system: Windows / Linux / BSD / Solaris.
Operating system:Windows / Linux / BSD / Solaris
SEP script details 
