MSMpdfmultinormal.R

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# Course: MSM - Selected Topics of Mathematical Statistics
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# Quantlet: MSMpdfmultinormal
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# Description: plot multimornal density function 
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# Usage: 
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# Inputs: 
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# Output: 
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# Keywords:  multinormal density    
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# See also:  
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# Author:    Xiu Xu 20150603
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graphics.off()
rm(list=ls()) #remove variable definitions

#Load required packages
library(MASS)

getwd()
setwd("")

bivn <- mvrnorm(1000, mu = c(0, 0), Sigma = matrix(c(1, .5, .5, 1), 2))

# kernel density estimate
bivn.kde <- kde2d(bivn[,1], bivn[,2], n = 50)

# plot your results
name=paste("Fig_MSMpdfmultinormal",".pdf",sep="")
pdf(name)
persp(bivn.kde, phi = 45, theta = 30, xlab="X1", ylab="X2", zlab="PDF")
dev.off()