### Example of a joint density. x = seq(0,5,0.2) y = x f = function(x,y){ 2*exp(-x)*exp(-2*y) } z = outer(x,y,f) X11() par(mfrow=c(2,2)) persp(z) persp(z,eye=c(5,-1,3)) persp(z,eye=c(-1,5,3)) persp(z,eye=c(5,5,3)) ### Example of plotting the joint normal distribution. x = seq(-2,2,0.1) y = seq(-2,2,0.1) X11() par(mfrow=c(2,2)) bvn = function(x,y){ mu1 = 0 sigma1 = 1 mu2 = 0 sigma2 = 1 rho = 0 ((2*pi*sigma1*sigma2*sqrt(1-rho^2))^(-1))* exp( -(2*((1-rho^2))^(-1)) * ( (x-mu1)^2/sigma1^2 + (y-mu2)^2/sigma2^2 - ( (2*rho*(x-mu1)*(y-mu2) )/ (sigma1*sigma2) ) ) ) } z1 = outer(x,y,bvn) persp(x,y,z1) bvn = function(x,y){ mu1 = 0 sigma1 = 1 mu2 = 0 sigma2 = 1 rho = 0.3 ((2*pi*sigma1*sigma2*sqrt(1-rho^2))^(-1))* exp( -(2*((1-rho^2))^(-1)) * ( (x-mu1)^2/sigma1^2 + (y-mu2)^2/sigma2^2 - ( (2*rho*(x-mu1)*(y-mu2) )/ (sigma1*sigma2) ) ) ) } z2 = outer(x,y,bvn) persp(x,y,z2) bvn = function(x,y){ mu1 = 0 sigma1 = 1 mu2 = 0 sigma2 = 1 rho = 0.6 ((2*pi*sigma1*sigma2*sqrt(1-rho^2))^(-1))* exp( -(2*((1-rho^2))^(-1)) * ( (x-mu1)^2/sigma1^2 + (y-mu2)^2/sigma2^2 - ( (2*rho*(x-mu1)*(y-mu2) )/ (sigma1*sigma2) ) ) ) } z3 = outer(x,y,bvn) persp(x,y,z3) bvn = function(x,y){ mu1 = 0 sigma1 = 1 mu2 = 0 sigma2 = 1 rho = -0.9 ((2*pi*sigma1*sigma2*sqrt(1-rho^2))^(-1))* exp( -(2*(1-rho^2)^(-1)) * ( (x-mu1)^2/sigma1^2 + (y-mu2)^2/sigma2^2 - ( (2*rho*(x-mu1)*(y-mu2) )/ (sigma1*sigma2) ) ) ) } z4 = outer(x,y,bvn) persp(x,y,z4) X11() par(mfrow=c(2,2)) contour(x,y,z1) contour(x,y,z2) contour(x,y,z3) contour(x,y,z4)