Hi!Does anyone have a code to generate the density function of bivariate normal copula?????? I know how to generate distribution of normal copula but how to deal with its density ? Thanks a lotM

anyone ??? someone ??? do u know how to denerate the density of normal copula ???? very important to methx

You should divide the multivariate density (use mvnpdf) by the product of the marginal densities (use normpdf)

hmmmmmmm thank you very much. ... but what ??? sorry Im being very dump.I have found the following code to generate the plot of normal copula distribution which I understand. n=500;Z = mvnrnd([0 0], [1 .8; .8 1], n);U = normcdf(Z,0,1); plot(U(:,1),U(:,2),'.');So what you saying is to use Z=mvnpdf([0 0], [1 .8; .8 1],n)and divide this by U1*U2, where U1=U2=normpdf(Z,0,1)??????????? and surf(U1,U2,Z/U1*U2) ??? hmmm I wish I had some brain too.

The code you give is to generate a Monte Carlo sample from the copula, which is a bit different to plotting the density. To plot the density of a bivariate copula with correlation 'rho' on the grid (0.01,0.02,...,.99) * (0.01,0.02,...,.99) use the following code% requires the statistics toolbox for the functions norminv.m and mvnpdf.mp=zeros(99,99);u=0.01:0.01:0.99;for i = 1:99 for j = 1:99 x1 = norminv(u(i)); x2 = norminv(u(j)); p(i,j) = mvnpdf([x1 x2],[0 0],[1 rho; rho 1])/normpdf(x1)/normpdf(x2); endendsurf(u,u,p)figure, contour(u,u,p)

yeahhh it works !!!! THANKS THANKS THANKS !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!omg thats fantastic! THANKSSSSSSSSSSSSSSSSSSSSSSSSSSS

%%double post