I figured this out so I wanted to post a response to my own question. Thanks to 
Brian Ripley for his hint, which got me looking in the right direction. The 
plot I had seen before that I wanted was automatic output to the cor.plot 
command in the mvoutlier library. A similar tolerance ellipse can be obtained 
from the covPlot command in the robustbase library, using 
which="tolEllipsePlot" and classic=T.

Dr. Jenifer Larson-Hall
Assistant Professor of Linguistics
University of North Texas
(940)369-8950

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