I am trying to plot the comun distribution of two normal distributed variables.
The code below plots one normal distributed variable. What would the code be for plo
While the other answers are great, I wanted to achieve similar results while also illustrating the distribution with a scatter plot of the sample.
More details can be found here: Python 3d plot of multivariate gaussian distribution
The results looks like:
And is generated using the following code:
from mpl_toolkits.mplot3d import Axes3D
import numpy as np
import matplotlib.pyplot as plt
from matplotlib import cm
from scipy.stats import multivariate_normal
# Sample parameters
mu = np.array([0, 0])
sigma = np.array([[0.7, 0.2], [0.2, 0.3]])
rv = multivariate_normal(mu, sigma)
sample = rv.rvs(500)
# Bounds parameters
x_abs = 2.5
y_abs = 2.5
x_grid, y_grid = np.mgrid[-x_abs:x_abs:.02, -y_abs:y_abs:.02]
pos = np.empty(x_grid.shape + (2,))
pos[:, :, 0] = x_grid
pos[:, :, 1] = y_grid
levels = np.linspace(0, 1, 40)
fig = plt.figure()
ax = fig.gca(projection='3d')
# Removes the grey panes in 3d plots
ax.xaxis.set_pane_color((1.0, 1.0, 1.0, 0.0))
ax.yaxis.set_pane_color((1.0, 1.0, 1.0, 0.0))
ax.zaxis.set_pane_color((1.0, 1.0, 1.0, 0.0))
# The heatmap
ax.contourf(x_grid, y_grid, 0.1 * rv.pdf(pos),
zdir='z', levels=0.1 * levels, alpha=0.9)
# The wireframe
ax.plot_wireframe(x_grid, y_grid, rv.pdf(
pos), rstride=10, cstride=10, color='k')
# The scatter. Note that the altitude is defined based on the pdf of the
# random variable
ax.scatter(sample[:, 0], sample[:, 1], 1.05 * rv.pdf(sample), c='k')
ax.legend()
ax.set_title("Gaussian sample and pdf")
ax.set_xlim3d(-x_abs, x_abs)
ax.set_ylim3d(-y_abs, y_abs)
ax.set_zlim3d(0, 1)
plt.show()