Hi, Carl Witthoft yes, it looks like a mathematical question. I will try based on your suggestion to calculate the volume of the intersection. But I still want to know whether there are some functions in R which can calculate the volume of an ellipsoid(area for p=2, hypervolume for p>3) containing X, just like the "convhulln" function in "geometry" package which can calculate the volume of convex hull containing X.
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