Two dimensional Q-function

This m-file numerically calculates the value of two dimensional Gaussian Q function.

Description

Matlab code for calculation of 2d Gaussian Q function.

General description
    This m-file provide a numerical computation of two-dimensional Gaussian Q-function, that is
        Q(x1,x2,ro)=1/((1/sqrt(2*pi)*(1-ro^2))*int(int(exp(-(x^2+y^2-2roxy)/(2*(1-ro^2))) dxdy

The result may include a very small approximation error.

How to use it
    To use the the file in your own program, just download the file and save it in the same path that your file is. You can call the 2d qfunction by:
answer=q2d(x1,x2,ro)
where x1 and x2 are the limit of the integrals and ro is the correlation coefficient.

Example:
>> q2d(-1.2,.3,.4)

ans =

    0.3671

>>

• MATLAB release: MATLAB 7.3 (R2006b)