How does matlab compute the contours of gaussian, student's t or clayton copulas?
5 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
I am trying to understand how Matlab computes the contours for Bivariate gaussian distributions, Student's t, or for example for a Clayton copula. I mean I am looking for the contour equations, I am wondering if there is an explicit contour equation. I know that there are functions to compute the contours and plot them, but I would like to know how they work to get the data and plot them in 2-D.
For example, what is the analytical expression for the Clayton copula contours?
Many thanks,
0 commentaires
Réponses (1)
Gautam
le 17 Sep 2024
Hi Juan,
MATLAB computes the contours of a probability distribution like a bivariate gaussian distribution by evaluating the probability density function to constant probability values.
For example, for a bivariate gaussian distribution, the equation of a contour is obtained by setting the exponent of the Gaussian function to a constant value. This gives the equation for the contour:
You can refer to the following MathWorks document to know more about evaluating the probability density function of a bivariate gaussian distribution
0 commentaires
Voir également
Catégories
En savoir plus sur Probability Distributions dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!