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Contour plots for random variables

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soheil radfar
soheil radfar on 3 Jan 2020
Commented: soheil radfar on 4 Jan 2020
Hi everybody,
I am trying to plot contours for variable "T". T itself is a function of X and Y. Below is my code, which is clearly wrong!
clear all
X = gevrnd(-0.4176,0.6703,1.4837,100000,1); %X follows GEV distribution
Y = gprnd(-0.0960,0.2152,1.7001,100000,1); %Y follows GPD distribution
U = cdf('generalized extreme value',X,-0.4176,0.6703,1.4837);
V = cdf('Generalized Pareto',Y,-0.0960,0.2152,1.7001);
C = exp(1-((((1-log(U)).^0.9838-1).^1.0075+((1-log(V)).^0.9838-1).^1.0075).^0.9926+1).^1.0165); % Copula
% Return period: T = mu / (1+C-U-V)
mu = 0.08;
T = @(U,V) mu./(1+C-U-V);
fc = fcontour(T,U,V)
fc.LevelList = [1 5 10 25]; %Joint contours for T = 1; 5; 10 and 25 years
How shouhd I do this?


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Answers (1)

per isakson
per isakson on 3 Jan 2020
Edited: per isakson on 3 Jan 2020
The documentation on fcontour, Plot contours says:
Specify a function of the form z = f(x,y). The function must accept two matrix input arguments and return a matrix output argument of the same size.
The vector C is the problem
>> T = @(U,V) mu./(1-U-V);
>> fcontour( T, [2.5,3.5,1.8,3.2] )
produces a plot without throwing an error.
Try this script
Z = T(U,V);
Finterp = scatteredInterpolant( X, Y, Z );
xmin = 2.5; % min(X);
xmax = 3.5; % max(X);
ymin = min(Y);
ymax = max(Y);
N = 1000;
xrange = linspace(xmin, xmax, N);
yrange = linspace(ymin, ymax, N);
[XGrid, YGrid] = meshgrid(xrange, yrange);
ZGrid = Finterp(XGrid, YGrid);
contourf(XGrid, YGrid, ZGrid);
ZGrid and pieces thereof may also be displayed as an image
contourf(XGrid, YGrid, ZGrid);
contourf( XGrid, YGrid, ZGrid, 64 );
to get a higher resolution in ZGrid

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soheil radfar
soheil radfar on 4 Jan 2020
This does not help me.
I wanna plot something like below figure.

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