7-mv-normal-sampling

方法

通过contour:levels参数控制曲线的范围

levels=1 则只绘制出一条等位线

1. load package

using Distributions,GLMakie,Random
Random.seed!(343434)

TaskLocalRNG()

2. define distributions params

μ=[3,2]
Σ=[1 -1.5;-1.5 4]
d=MvNormal(μ,Σ)
xs=range(0,6,100)
ys=range(-4,7,100)
dens_mvnormal = [pdf(d, [i, j]) for i in xs, j in ys]
rand_sample=rand(d,100)

2×100 Matrix{Float64}:
 2.04893  3.14939  2.04006  2.96766  3.14777  …  2.9465   2.47969   3.17612
 3.31172  2.04522  2.43717  1.83891  1.69139     2.44297  0.862216  0.327061

3. plot res

function plot_func(fig,idx,levels=1)
    ax=Axis(fig[1,idx], xlabel=L"X", ylabel=L"Y")
    Box(fig[1,idx];color = (:orange,0.1))
    scatter!(ax,rand_sample;marker=:circle,markersize=10,color=(:green,0.1),
             strokewidth=1,strokecolor=:black)
    contour!(ax,xs, ys,dens_mvnormal;levels=levels,linewidth=1)
end
function plot_mvnormal()
    fig=Figure(resolution=(800,400))
    [plot_func(fig,idx,levels) for (idx,levels) in enumerate([1,16])]
    fig
end
plot_mvnormal()