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is there a way to visualize 3D normal distributions?

Michael wrote:
one or the other of us is missing something.

    after running demo(shapes3d)
[to define ellipsoid3d] and rgl.clear(),

s1 <- ellipsoid3d(qmesh = TRUE, trans = diag(4))
shade3d(rotate3d(scale3d(s1, 1, 1, 2),
                  angle=pi/4, x=0, y=1, z=0),
         col = "red")
axis3d()

  produces an ellipsoid with radii (1,1,2) rotated by pi/4 around
the y axis.  I'm too lazy to figure out how to
translate a variance-covariance matrix into
a scaling/rotation matrix (the scale will want
to be something like eigen(v)$values*qnorm(0.975)
for a 95% contour, the rotation matrix is some
function of the eigenvectors), but it seems to
me that this will produce any ("free form"?) ellipsoid
you want.

   cheers
     Ben Bolker