function in MATLAB for CDF of two-dimensional gaussian

From: Gaurav Chandra (gchandra_at_ti.com)
Date: 10/26/04


Date: Tue, 26 Oct 2004 12:09:44 +0000 (UTC)

Hi,

Does someone have a pointer to a ready-made function in MATLAB that
computes the CDF of a two dimensional jointly gaussian with a given
2x2 covariance matrix? (something like "normcdf" function in MATLAB,
but for 2D)

Thanks,
Gaurav



Relevant Pages

  • Re: EOF explained variance
    ... I am a intermediate user of matlab and I need your help... ... I try to calculate the explained variance for eof analysis, ... matlab shown "out of memory". ... covariance matrix of size 8036 x 8036, ...
    (comp.soft-sys.matlab)
  • Re: Mahalanobis distance for covariance matrix
    ... Mahalanobis distance in matlab terms, ... for the column random variable vector x with mu = Eand covariance matrix S. ...
    (comp.soft-sys.matlab)
  • Re: Multivariate Normal Distribution
    ... I want to simulate a multivariate normal distribution using ... with m x m covariance matrix C. ... The matrix Y is multivariate normal, zero mean, covariance C. ...
    (comp.soft-sys.matlab)
  • Re: EOF explained variance
    ... I intend make a EOF analysis from a grid space that have 126 ... sum of principal diagonal of my covariance matrix. ... I am a intermediate user of matlab and I need your help... ... matlab shown "out of memory". ...
    (comp.soft-sys.matlab)
  • Multivariate distribution
    ... i have a covariance matrix and a mean vector of my multivariate ... distribution.. ... I want to know if matlab has a function, so that i can plot the PDF ...
    (comp.soft-sys.matlab)