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Re: Gaussian copula
From: |
Ben Abbott |
Subject: |
Re: Gaussian copula |
Date: |
Thu, 3 Apr 2008 19:49:08 -0400 |
On Apr 3, 2008, at 11:44 AM, Dorian wrote:
hi all,
Is there a simple way to plot a gaussian copula with octave ?
Any hint will be very appreciated
Thanks in advance
In the event you're looking for a function to calculate the curve,
there is one at the link below.
http://www.koders.com/matlab/fid26069CC4A023DEC477427496F77F5EB8A2A8412C.aspx
You'll need the following function also.
http://www.koders.com/matlab/fid950678C6674B791F9548A1595C8CFC013A3F7FFC.aspx
An example is below,
u = linspace(0.01,0.99,101);
v = u;
alpha = 0.5;
[u, v] = meshgrid (u, v);
z = copulapdf ('gaussian', u, v, alpha);
mesh (u, v, z)
xlabel ("u")
ylabel ("v")
zlabel ("copula")
Ben