From: Pg on 5 Jun 2010 22:52 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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