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abikoushi/dnorm2.r

Created November 26, 2014 18:16
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probability density function of bivariate normal distribution
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dnorm2.r
dnorm2 <- function(x, y, r=0.7){
det <- 1- r^2
return(
1/(2 * pi * sqrt(det)) * exp(-(x^2 -2 * r * y + y^2)/(2*det) )
)
}
@abikoushi
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Argument

x: x-coordinate
y: y-coordinate
r: correlation coefficient

Example

  x<- seq(-3,3,length = 100)
  y<-x
  z <- outer(x,y,r=-0.8,normal2dens)
#3D plot
 persp(x,y,z)

#contour plot
 contour(x,y,z)
 abline(0,1,lty=2)
 abline(v=0)
 abline(h=0)

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