How to plot contour for gaussian copula (etc.)
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From matlab help center, I can generate Gaussian copula random variables and plot it like this:
n = 500;
rng('default') % for reproducibility
U = copularnd('Gaussian',[1 .8; .8 1],n);
plot(U(:,1),U(:,2),'.')
title('{\it\rho} = 0.8')
xlabel('U1')
ylabel('U2')
The question is, how could i plot the "contour plots" of bivariate copula models like this (the right pic):
It may probabilily be marginally normalized, but i don't know how to do it by function "contour".
Thanks for your helping!!
2 Commenti
Mann Baidi
il 25 Feb 2024
Hi,
Have you tried 'copulapdf' function? If not, you can refer to the following link:
Mathieu NOE
il 27 Feb 2024
you can make a contour plot from scattered data using this Fex submission :
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