Dear list,
I have a problem on my research project. I have three time series data, u1, u2 and v, I get the conditional distribution F1(u2|u1)and F2(v|u1) first, then produce the quantile curve by using formula: y = qgev(pnorm(rho*qnormF1(u2|u1)+sqrt(1-rho^2)*qnorm(P))),xi,mu,sigma)
P,here is the different quantile: 0.05,0.1,0.5,0.9,0.95.
I wonder how could I produce 3-dimentional graph?
I have tried scatterplot3d(u1,u2,y), any other method?
Appreciate for any reply.
Thanks
Mc