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Integrating mnvpdf using integral2

Asked by Scott on 21 Aug 2013

Hi,

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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Scott

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1 Answer

Answer by Shashank Prasanna on 21 Aug 2013
Accepted answer

From the documentation of intergral2:

http://www.mathworks.com/help/matlab/ref/integral2.html#inputarg_fun

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.

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Shashank Prasanna

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