Re: fitting 2d normal distribution

[Francesco Potorti`]

>> Suppose I have 1d data that I want to fit with a normal distribution.  I
>> just compute mean() and var() and that's all I need to plot a normal
>> distribution fitting my data.

For example, if my data are in the vector X, I do:
mu = mean(X);
st = std(X);
x = linspace(mu-3*st,mu+3*st,100);
plot(x, normpdf(x,mu,st));

>> What about 2d data?  Are there ready-made functions for computing the
>> necessary parameters and plotting the 2d normal pdf?
>
>'mean' and 'cov' ?

How do I use them?  If my data are in the 2d matrix X, how do I plot the
fitting 2d Gaussian pdf or -- better for me -- the contour ellipses?

More precisely, I can do that "by hand", with a little effort, but I
wondered if there were simple ready-made functions to do that.

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