Hello, I used the following codes to generate bivariate normal dependence structure with unit Frechet margins. Sigma <- matrix(c(1,.5*sqrt(1),.5*sqrt(1),1),2,2) # generate y <- mvrnorm(Nsam, c(0,0), Sigma) # random v <- cbind(pnorm(y[,1],mean = 0, sd = 1), pnorm(y[,2],mean = 0, sd = 1)) z <- cbind(-1/log(v[,1]),-1/log(v[,2])) z1 <- z[,1] z2 <- z[,2] And to get the scatter plot by: plot(z1,z2) How can I get the contour densities plots for (z1,z2) at 10^(-j/2) for j=2,...,9? Waiting for your reply!Many thanks! Xiao [[alternative HTML version deleted]]
Hello,everybody, I used the following codes to generate bivariate normal dependence structure with unit Frechet margins. Sigma <- matrix(c(1,.5*sqrt(1),.5*sqrt(1),1),2,2) # generate y <- mvrnorm(Nsam, c(0,0), Sigma) # random v <- cbind(pnorm(y[,1],mean = 0, sd = 1), pnorm(y[,2],mean = 0, sd = 1)) z <- cbind(-1/log(v[,1]),-1/log(v[,2])) z1 <- z[,1] z2 <- z[,2] And to get the scatter plot by: plot(z1,z2) How can I get the contour densities plots for (z1,z2) at 10^(-j/2) for j=2,...,9? Waiting for your reply!Many thanks! Xiao [[alternative HTML version deleted]]
You may use kde2d from MASS, with estimates a 2d density d <- kde2d(z1,z2,h=10^(-(2:9)/2)) plot(z1,z2) contour(d,add=T) hth. biyeshejiqx schrieb:> Hello,everybody, > > I used the following codes to generate bivariate normal dependence structure with unit Frechet margins. > > Sigma <- matrix(c(1,.5*sqrt(1),.5*sqrt(1),1),2,2) # generate > y <- mvrnorm(Nsam, c(0,0), Sigma) # random > v <- cbind(pnorm(y[,1],mean = 0, sd = 1), pnorm(y[,2],mean = 0, sd = 1)) > z <- cbind(-1/log(v[,1]),-1/log(v[,2])) > z1 <- z[,1] > z2 <- z[,2] > And to get the scatter plot by: > plot(z1,z2) > > How can I get the contour densities plots for (z1,z2) at 10^(-j/2) for j=2,...,9? > > Waiting for your reply!Many thanks! > > Xiao > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >
Sorry, mixed up where to place the desired level, it has to be done in the plot part, as in d <- kde2d(z1,z2) contour(d, levels=10^(-(2:9)/2), add=T) Eik Vettorazzi schrieb:> You may use kde2d from MASS, with estimates a 2d density > > d <- kde2d(z1,z2,h=10^(-(2:9)/2)) > plot(z1,z2) > contour(d,add=T) > > hth. > > biyeshejiqx schrieb: >> Hello,everybody, >> >> I used the following codes to generate bivariate normal dependence >> structure with unit Frechet margins. Sigma <- >> matrix(c(1,.5*sqrt(1),.5*sqrt(1),1),2,2) # generate y <- >> mvrnorm(Nsam, c(0,0), Sigma) # random v <- cbind(pnorm(y[,1],mean = >> 0, sd = 1), pnorm(y[,2],mean = 0, sd = 1)) >> z <- cbind(-1/log(v[,1]),-1/log(v[,2])) >> z1 <- z[,1] >> z2 <- z[,2] >> And to get the scatter plot by: plot(z1,z2) >> >> How can I get the contour densities plots for (z1,z2) at 10^(-j/2) >> for j=2,...,9? >> >> Waiting for your reply!Many thanks! >> >> Xiao >> >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help at r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.