[New feature] Plotting / Vizualization about copulas.jl

[alecloudenback]

You might just point folks to https://sefffal.github.io/PairPlots.jl/dev/guide/

[lrnv]

@alecloudenback Yes this is the kind of stuff I want in the package extension, the ideal plot here would be:

• bottom triangle plots bivariate contours on the rank scale [0,1]^2
• upper triangle plots bivariate contours on the z-scale (standard Gaussian marginals)
• (for plot(::SklarDist)) The diagonal represents the marginal densities with a plot(::UnivariateDistribution), e.g. the one from StatsPlots.
• (for plot(::Copula)) Diagonal elements are TBD, maybe simply variable names ? or something else ?

but also alike BivariateCopulas.jl, using StatsPlots there should be a possibility to plot bivariate densities.

If PairsPlots.jl can be used here, then perfect. For other plotting of dataframes, I will indeed point out to PairsPlots.jl I think.