What are the dimensions of your variables? It sounds like maybe you have vector data? That is, Z, r, and sigma are all n-by-1. If so, you need to use something like TriScatteredInterp and meshgrid to put everything onto a grid (matrix). Then use contour.
See the documentation for TriScatteredInterp for an example of interpolating vector data onto a grid.
EDIT TO ADD (based on comment below): OK, in that case,
- make an interpolant from the data: F = TriScatteredInterp(r,Z,sigma);
- make a grid of z and r points: [rgrid,Zgrid] = meshgrid(linspace(min(r),max(r)),linspace(min(Z),max(Z)));
- evaluate the interpolant (1) on the grid (2): sigmagrid = F(rgrid,Zgrid);
- use the gridded data to make a plot: contour(rgrid,Zgrid,sigmagrid)
