Gaussian copula

[Ben Abbott]

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

In the event you're looking for a function to calculate the curve,  
there is one at the link below.

	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