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From: p8poulomi on 6 Jun 2010 02:53
On May 19, 5:52 pm, Peter Perkins
<Peter.Perk...(a)MathRemoveThisWorks.com> wrote:
> On 5/18/2010 3:25 PM, Florian wrote:
>
> > Thank you very much for the answer. Nevertheless, the more points I grid
> > over the unit square, the higher get the values of the copulapdf on the
> > z axis.
>
> That seems unlikely, but perhaps I am just misunderstanding what you are
> saying.  I can only direct you to that code in the documentation.  If
> that doesn't do what you need, you are going to have to be more specific
> about what you're doing.
>
> The code I am referring to is this:
>
> u1 = linspace(1e-3,1-1e-3,50);
> u2 = linspace(1e-3,1-1e-3,50);
> [U1,U2] = meshgrid(u1,u2);
> Rho = [1 .8; .8 1];
> f = copulapdf('t',[U1(:) U2(:)],Rho,5);
> f = reshape(f,size(U1));
>
> surf(u1,u2,log(f),'FaceColor','interp','EdgeColor','none')
> view([-15,20])
> xlabel('U1')
> ylabel('U2')
> zlabel('Probability Density')
>
> and a similar chunk for the CDF.

Dear all,

I need to plot bivariate copula density contour at 0.05 probability
level increment for Clayton, Gumbel, and Frank copula. Then I need to
superimpose these contour plot with scatter plot of original data,
i.e., u1 and u2. Can anybody pls. guide me in what way I can do it? I
went through the code given in Patton's toolbox for contour plotting
but they did it for normal marginals. but in my case both the
marginals are non-parametric Gaussian kernel. Hoping to get reply soon.
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