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Code covered by the BSD License  

Highlights from
Imprecise probability propagation Toolbox

  • [euncraw,euncnorm, euncquot]=...
  • [y,a,b]=dsnorm(y)
  • dscdf(x,varargin)
  • erg=dsadf(fhandle,intervalnum...
  • erg=dsconfsample(fhandle,inte...
  • erg=dsdempstersrule(x,accurac...
  • erg=dsodf(fhandle,intervalnum...
  • erg=dsopt(fhandle,paramsl,par...
  • erg=dsred(y,thres)
  • erg=dswmix(x,w)
  • gaussiancopula(corr,number)
  • up=dspl(x)
  • y=dsaggunc(x)
  • y=dsavgwidth(x)
  • y=dsbel(x)
  • y=dsbound(fhandle,xlo,xhi,mas...
  • y=dsconf(x,conf)
  • y=dsdissonance(x)
  • y=dsevalmc(fhandle,x, mcIT, o...
  • y=dsexpect(x)
  • y=dsnonspec(x)
  • y=dsstruct(x)
  • dsexample.m
  • View all files
image thumbnail
from Imprecise probability propagation Toolbox by Philipp Limbourg
Various methods for presentation, propagation, aggregation and plotting imprecise probability ...

gaussiancopula(corr,number)
function erg = gaussiancopula(corr,number)
siz = length(corr);
if nargin<2
    number=1;
end
erg=mvnrnd(zeros(1,siz),corr,number);
erg=normcdf(erg);
end

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