# 3-D plots
#
#
mu1<-0 # setting the expected value of x1
mu2<-0 # setting the expected value of x2
s11<-10 # setting the variance of x1
s12<-15 # setting the covariance between x1 and x2
s22<-10 # setting the variance of x2
rho<-0.5 # setting the correlation coefficient between x1 and x2
x1<-seq(-10,10,length=41) # generating the vector series x1
x2<-x1 # copying x1 to x2
f<-function(x1,x2)
{
term1<-1/(2*pi*sqrt(s11*s22*(1-rho^2)))
term2<--1/(2*(1-rho^2))
term3<-(x1-mu1)^2/s11
term4<-(x2-mu2)^2/s22
term5<--2*rho*((x1-mu1)*(x2-mu2))/(sqrt(s11)*sqrt(s22))
term1*exp(term2*(term3+term4-term5))
} # setting up the function of the multivariate normal density
#
z<-outer(x1,x2,f) # calculating the density values
#
persp(x1, x2, z,
main="Two dimensional Normal Distribution",
# sub=expression(italic(f)~(bold(x)) ==
# frac(1,2~pi~sqrt(sigma[11]~sigma[22]~(1-rho^2))) ~
# phantom(0)^bold(.)~exp~bgroup("{",
# list(-frac(1,2(1-rho^2)),
# bgroup("[", frac((x[1]~-~mu[1])^2, sigma[11])~-~2~rho~frac(x[1]~-~mu[1], sqrt(sigma[11]))~ frac(x[2]~-~mu[2],sqrt(sigma[22]))~+~
# frac((x[2]~-~mu[2])^2, sigma[22]),"]")),"}")),
col="lightgreen",
theta=30, phi=20,
r=50,
d=0.1,
expand=0.5,
ltheta=90, lphi=180,
shade=0.75,
ticktype="detailed",
nticks=5) # produces the 3-D plot
#
mtext(expression(list(mu[1]==0,
mu[2]==0,
sigma[11]==10,
sigma[22]==10,
sigma[12]==15,
rho==0.5)),
side=3) # adding a text line to the graph
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