I had been searching for this for a while. I think it is pretty useful for data with 2D uncertainty. In my case, it was also tilted. It also creates a colormap based on some weighting function.
Nathan Orloff (2020). Create a colored, tilted 2D error ellipse scatter plot. (https://www.mathworks.com/matlabcentral/fileexchange/42031-create-a-colored-tilted-2d-error-ellipse-scatter-plot), MATLAB Central File Exchange. Retrieved .
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