Isolines (quantiles) of bivariate normal distribution

Calculates the elliptic isolines corresponding to quantiles of bivariate normal distribution
33 Downloads
Updated 6 Jun 2020

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The function returns the symbolic equation of the ellipses corresponding to the isolines of a given quantile, or the isoline and its corresponding quantile passing through a given point.
Despite common contour plots where the isoline connects points of the same density, here the isoline connects points corresponding to quantiles of the same level.

The code is based on the fact that the q-level isoline satisfies:
(X-M)'inv(S)(X-M) = -2*log(q)
with X being the bivariate normal data, S its covariance matrix, and M its mean vector.

Cite As

Martin Magris (2024). Isolines (quantiles) of bivariate normal distribution (https://www.mathworks.com/matlabcentral/fileexchange/76676-isolines-quantiles-of-bivariate-normal-distribution), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2020a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.0