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Hi, I draw a surface corresponding to bivariate density of independent variables (rho=0) using persp(). Then I add a contour line (i.e., circle in my case) at a particular density. Below is a minimal example of what I have so far. # Bivariate density dnorm2d <- function(x, y, rho = 0) { xoy = (x^2 - 2 * rho * x * y + y^2)/(2 * (1 - rho^2)) density = exp(-xoy)/(2 * pi * sqrt(1 - rho^2)) density } # Variables x <- seq(from = -3, to = 3, length = 40) y <- seq(from = -3, to = 3, length = 40) z <- outer(X = x, Y = y, FUN = dnorm2d) # Perspective plot persp(x = x, y = y, z = z)...