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plot of joint density using copula
Dear All:I want to plot the bivariate joint density of coupling the gaussian copula with student t margins, df=3, rho=0.2.I used the notion below to do it: f(x,y)=c(F(x), F(y))*f(x)*f(y)where c(F(x),F(y)) is gaussian copula density and f(x) and f(y) are student t marginal density.However, the outcome of the matlab does not match right with the figure in the book. I don't know what went wrong.Anyone can help me, please. Thanks a lot.SWT