Gaussian copula

[Dorian]

hello,

I had used all the link you sent, and  I got many nice plot  for different
copula densities .

Now I am dealing with matrices U and V which have entries 0 and 1.
Is there a simple way to plot in that case the copula densities say  c(U,V)
, depend on U and V.

How could I set "alpha" .
I'm getting error of size when  "alpha"  as an array according to the range
of copula .

Thanks ,


2008/4/4 Ben Abbott <bpabbott at mac.com>:

>
> 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
>
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