QuoteOriginally posted by: tristanreidA 2 dimensional copula that maps from [0,1]^2->[0,1] has the 3 following properties (from Nelson's introduction):1. For every u in [0,1] C(0,u)=C(u,0)=02. For every u in [0,1] C(u,1)=u and C(1,u)=u3. For every (u1,u2),(v1,v2) in [0,1]x[0,1] with u1<=v1 and u2<=v2 C(v1,v2)-C(v1,u2)-C(u1,v2)+C(u1,u2)>=0Having the first property also means being 'grounded'.Having the 3rd property is also called '2-increasing'.I'm trying to upload a picture of a copula, but I don't see an 'attach' button anywhere.You can see the properties described above pretty clearly from a picture.If you have octave or matlab, here's a function to produce a pretty copula graph (for matlab, take out all the 'g's!):##this is how many steps to put in the function, set it to whatever you want.n=40; ##this is theta. this is a Gumbel-Hougaard copula, if you want details I'll post more## in short, you can adjust theta to see a steeper copulat=2; x = y = linspace (0.01, 1, n)'; [xx, yy] = meshgrid (x, y); z = exp(-(((-log(xx)).^t+(-log(yy)).^t).^(1/t))); gset pm3d gset key below gset border 4095 gset surface gset samples 25 gset isosamples 20 gset ticslevel 0 mesh (x, y, z); gset nohidden3d replot view(15,30)-t.I removed all the 'g's, but Matlab still indicates "??? Error using ==> setVector of handles not permitted for set(h)".