% binormal.m
% plot bivariate normal distribution as a function of rho
% (C) 2001 by Yu Hen Hu
% created: 3/25/2001

clear all
mx=0; 
my=0;
sx=1.5;
sy=1.5;
rho=input('Input correlation coefficient rho = ');

x=linspace(-5,5);
y=x;
[x,y]=meshgrid(x,y);
z=(1/(2*pi*sx*sy*sqrt(1-rho*rho)))*...
   exp((-0.5/(1-rho^2))*(((x-mx)/sx).^2-2*rho*((x-mx)/sx).*((y-my)/sy)+((y-my)/sy).^2));

figure(1),clf
subplot(121),meshz(x,y,z),
title(['3D plot, rho = ' num2str(rho)]);
subplot(122),contour(x,y,z),
title(['contour plot, rho = ' num2str(rho)]);xlabel('x'),ylabel('y')