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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