How to create 3D joint density plot MATLAB?

Question

I \'m having a problem with creating a joint density function from data. What I have is queue sizes from a stock as two vectors saved as:

X = [askQueueSize b         


        

Answer 1

With help from a guy at mathworks forum, this is the great solution I ended up with:

(data_x and data_y are values, which you want to calculate at hist3)

x = min_x:step:max_x; % axis x, which you want to see
y = min_y:step:max_y; % axis y, which you want to see

[X,Y] = meshgrid(x,y); *%important for "surf" - makes defined grid*

pdf = hist3([data_x , data_y],{x y}); %standard hist3 (calculated for yours axis)
pdf_normalize = (pdf'./length(data_x)); %normalization means devide it by length of 
                                         %data_x (or data_y)
figure()
surf(X,Y,pdf_normalize) % plot distribution

This gave me the joint density plot in 3D. Which can be checked by calculating the integral over the surface with:

integralOverDensityPlot = sum(trapz(pdf_normalize));

When the variable step goes to zero the variable integralOverDensityPlot goes to 1.0

Hope this help someone!