# Calculate the conditional distribution using copulas

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Murielle van Pampus on 10 Jan 2022
Edited: Murielle van Pampus on 10 Jan 2022
Hi all,
As I have determined the best fitted copula to a data set, I need to determine the conditional distributions of these copulas:
For this determination I want to calculate the PDF of the distributions of X and Y=y and determine het cumulative integral of the PDF's. The distribution I should use for the conditional distribution is 'Gumbel'.
gaus_cdf = copulacdf('Gaussian',[x(:),y(:)],0.6436);
clay_cdf = copulacdf('Clayton',[x(:),y(:)],a_clay);
gumb_cdf = copulacdf('Gumbel',[x(:),y(:)],d_gumb);
t_cdf = copulacdf('t',[x(:),y(:)],0.7055,nu);
frank_cdf = copulacdf('Frank',[x(:),y(:)],a_frank);
gaus_pdf = copulapdf('Gaussian',[x(:),y(:)],0.6436);
clay_pdf = copulapdf('Clayton',[x(:),y(:)],a_clay);
gumb_pdf = copulapdf('Gumbel',[x(:),y(:)],d_gumb);
t_pdf = copulapdf('t',[x(:),y(:)],0.7055,nu);
frank_pdf = copulapdf('Frank',[x(:),y(:)],a_frank);
surf(x,y,reshape(gumb_pdf,50,50))
%surf(x,y,ecdf)
xlabel('Temperature')
ylabel('Sunshine duration')
title('CDF Gumbel Copula')
Using the code above, the PDF's and the CDF's can be displayed in 3D, but I need the copulas depictered in 2D. Can anyone help me how to manage this correctly? The plot should like a bit like this:
In this plot, the conditional distribution of P(X=x | Y=y_50) (blue line) and P(X=x|Y=y_90) (pink line) should be plotted.
Thank you!

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