I have a question about integrating mvnpdf using integral2. I have
myPDF = @(x,y) mvnpdf([x,y],[1,2],[1,0;0,1]) result = integral2(myPDF,-100,100,-100,100);
When I try to run this I get the error:
Error using mvnpdfX X and MU must have the same number of columns
Thanks for your help...
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From the documentation of intergral2:
The function fun must accept two arrays of the same size and return an array of corresponding values. It must perform element-wise operations
Your function does not do element wise operation. As a workaround you will have to write up a function file where you can check if one of x or y is a single element and replicate it to be a vector of constants.