[R] How to plot countours with fixted densities?

Eik Vettorazzi E.Vettorazzi at uke.uni-hamburg.de
Sat Oct 4 16:34:46 CEST 2008


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 
>  
>  
>  
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>
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