Sorry, mixed up where to place the desired level, it has to be done in the plot part, as in

d <- kde2d(z1,z2)
contour(d, levels=10^(-(2:9)/2), add=T)


Eik Vettorazzi schrieb:
You may use kde2d from MASS, with estimates a 2d density

d <- kde2d(z1,z2,h=10^(-(2:9)/2))
plot(z1,z2)
contour(d,add=T)

hth.

biyeshejiqx schrieb:
Hello,everybody,
I used the following codes to generate bivariate normal dependence structure with unit Frechet margins. Sigma <- matrix(c(1,.5*sqrt(1),.5*sqrt(1),1),2,2) # generate y <- mvrnorm(Nsam, c(0,0), Sigma) # random v <- cbind(pnorm(y[,1],mean = 0, sd = 1), pnorm(y[,2],mean = 0, sd = 1))
  z <- cbind(-1/log(v[,1]),-1/log(v[,2]))
  z1 <- z[,1]
  z2 <- z[,2]
And to get the scatter plot by:   plot(z1,z2)
How can I get the contour densities plots for (z1,z2) at 10^(-j/2) for j=2,...,9? Waiting for your reply!Many thanks! Xiao [[alternative HTML version deleted]]

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