How does matlab compute the contours of gaussian, student's t or clayton copulas?
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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,
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Answers (1)
Gautam
on 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
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