How to plot contour for gaussian copula (etc.)

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Chen Yu Yuan 2024-2-25

评论： Mathieu NOE 2024-2-27

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!!

Mann Baidi 2024-2-25

Hi,

Have you tried 'copulapdf' function? If not, you can refer to the following link:

Mathieu NOE 2024-2-27

you can make a contour plot from scattered data using this Fex submission :

在 Help Center 和 File Exchange 中查找有关 Probability Distributions 的更多信息

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