Re: 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 <address@hidden>:

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