random-distributions/bivariate-gaussian-graphics.ss
#lang scheme/base
;;; PLT Scheme Science Collection
;;; random-distributions/bivariate-gaussian-graphics.ss
;;; Copyright (c) 2004-2008 M. Douglas Williams
;;;
;;; This library is free software; you can redistribute it and/or
;;; modify it under the terms of the GNU Lesser General Public
;;; License as published by the Free Software Foundation; either
;;; version 2.1 of the License, or (at your option) any later version.
;;;
;;; This library is distributed in the hope that it will be useful,
;;; but WITHOUT ANY WARRANTY; without even the implied warranty of
;;; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
;;; Lesser General Public License for more details.
;;;
;;; You should have received a copy of the GNU Lesser General Public
;;; License along with this library; if not, write to the Free
;;; Software Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA
;;; 02111-1307 USA.
;;;
;;; -------------------------------------------------------------------
;;;
;;; This code implements graphics for bivariate gaussian distributions.
;;;
;;; Version  Date      Description
;;; 0.1.0    08/07/04  This is the initial release of the bivariate
;;;                    gaussian distribution graphics routines. (Doug
;;;                    Williams)
;;; 1.0.0    09/28/04  Added contracts for functions.  Marked as ready
;;;                    for Release 1.0.  (Doug Williams)
;;; 2.0.0    11/19/07  Changed calls to unchecked versions.
;;;                    (Doug Williams)
;;; 3.0.0    06/09/08  Changes required for V4.0.  (Doug Williams)
;;; 3.0.1    07/01/08  Changes axes labels.  (Doug Williams)

(require (lib "contract.ss"))

(provide/contract
 (bivariate-gaussian-plot
  (-> (>=/c 0.0) (>=/c 0.0) (real-in -1.0 1.0) any)))

(require "bivariate-gaussian.ss")
(require (lib "plot.ss" "plot"))

;;; gaussian-plot: real x real -> void
;;; Plot the pdf and cdf for a gaussian distribution with the given
;;; mean and standard deviation.  The x axis range is +/- three sigma
;;; around the mean.
(define (bivariate-gaussian-plot sigma-x sigma-y rho)
  (plot3d (surface (lambda (x y) 
                     (unchecked-bivariate-gaussian-pdf 
                      x y sigma-x sigma-y rho)))
          (x-min (* -3 sigma-x))
          (x-max (* 3 sigma-x))
          (x-label "X")
          (y-min (* -3 sigma-y))
          (y-max (* 3 sigma-y))
          (y-label "Y")
          (z-min 0) (z-max 1)
          (z-label "Density")
          (title "Bivariate Gaussian Distribution")))