I am attempting to run the below function but I keep getting the error "Error using - : Matrices must agree". I have added as many periods as I thought I needed and still can't get it to work. x1 and x2 are both scalar values. Uunder0 is a (2x1) matrix. The error occurs in my funTRmvn function.
Any help please:
a1 = 2 a2 = 3 b1 = 1 b2 = 4 %function 4
funTRmvn = @(x1,x2) (1./(((2*pi)^(P./2)).*((det(Sigma0)).^(1./2)))).*(exp(((transpose(Uunder0-x1))).*(inv(Sigma0)).*(x2-Uunder0))); TRmvn = integral2(funTRmvn,a1,b1,a2,b2);