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From: Chih How on 8 Feb 2010 18:54
I have a bunch of data which I try to fit into a bivariate gaussian distribution as shown in the code below. The problem I face now is I don't know how to plot a gaussian contour to overlap on the data. Any help will be appreciated.

Attached the code,

X = rand(100,2)
[n,d] =size(X)
scatter(X(:,1),X(:,2))
hold on

mu = mean(X)
X = X - ones(n,1)*mu
sigma = cov(X)
F = mvnpdf(X,mu,sigma)
%plot contour here
gauss = mvnrnd(mu,sigma,1000)
scatter(gauss(:,1),gauss(:,2))
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Prev: Prediction for ARMAX model
Next: [Time series] everything in one column. Need matrix.