这是一个计算二元t-copula 分布函数的程序:
syms x y
ro=1;v=13.47;
a=tinv(0.204,v);
b=tinv(0.211,v);
fun=@(x,y) 1/(2*pi*sqrt(1-ro.^2))*(1+(x.^2-2*ro*x.*y+y.^2)./(v*(1-ro^2))).^(-(v+2)/2);
y =integral2(fun,-inf,a,-inf,b)
结果: NaN 警告: 遇到无限值或非数字值。
> In integralCalc/iterateScalarValued (line 349)
In integralCalc/vadapt (line 132)
In integralCalc (line 91)
In integral2Calc>@(xi,y1i,y2i)integralCalc(@(y)fun(xi*ones(size(y)),y),y1i,y2i,opstruct.integralOptions)
In integral2Calc>@(x)arrayfun(@(xi,y1i,y2i)integralCalc(@(y)fun(xi*ones(size(y)),y),y1i,y2i,opstruct.integralOptions),x,ymin(x),ymax(x)) (line 17)
In integralCalc/iterateScalarValued (line 314)
In integralCalc/vadapt (line 132)
In integralCalc (line 91)
In integral2Calc>integral2i (line 20)
In integral2Calc (line 7)
In integral2 (line 106)
In Jt (line 6)
警告: 积分未成功。
> In integral2 (line 109)
In Jt (line 6)
学胜刚接触matlab不久,请各位老师指点一下! 感谢!