Create Poincaré plot with a confidence ellipse

PURPOSE
This app can be used to create a Poincare plot with a confidence ellipse from a specified alpha value.

INSTALLATION
Download Poincaré plot.opx file, and then drag-and-drop onto the Origin workspace. An icon will appear in the Apps Gallery window.
NOTE: This tool requires OriginPro.

DESCRIPTION

A Poincare Plot, aka return map, is usually used to quantify self-similarity in process. Given a time series of the form {x₁, x₂, x₃, ..., }, a poincare map will have a first point (x_t, x_t+1), then (x_t+1, x_t+2), then (x_t+2, x_t+3), and so on.

The stddev on both directions will be calculated and labeled. As well, the confidence ellipse will by given an alpha value.