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From: | Dorian |
Subject: | Re: Gaussian copula |
Date: | Sun, 4 May 2008 16:25:54 +0200 |
In the event you're looking for a function to calculate the curve, there is one at the link below.
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
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
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