GreatRatio(x,Sigma,​mu)

Estimates generalized investse Mill's ratio
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Updated 19 Jan 2017

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This function estimates generalized Mill's ratio (that is gradient of probability function divided by its cumulative function) for multivariate normal distribution with covariance matrix Sigma and expectation mu at point x (vector). mvncond2 and covmatrixReplace functions should be connected!

Cite As

Bogdan Potanin (2026). GreatRatio(x,Sigma,mu) (https://www.mathworks.com/matlabcentral/fileexchange/61202-greatratio-x-sigma-mu), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2016b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Version Published Release Notes
1.0.0.0