In R, it is quite straight forward to plot a normal distribution, eg., using the package ggplot2 or plotly. Setup library(tidyverse) library(mvtnorm) library(plotly) library(MASS) Simulate multivariate normal data First, let’s define a covariance matrix (\Sigma): sigma <- matrix(c(4,2,2,3), ncol = 2) sigma ## [,1] [,2] ## [1,] 4 2 ## [2,] 2 3 Then, simulate observations n = n from these covariance matrix; the means need be defined, …