Error with mvnrnd function?

Hi!

when I run the following code: n = 1000; rho = .7; Z = mvnrnd([0 0], [1 rho; rho 1], n); U = normcdf(Z); X = [gaminv(U(:,1),2,1) tinv(U(:,2),5)];

I get the following error:

??? Undefined function or method 'mvnrnd' for input arguments of type 'double'.

Error in ==> U3 at 3 Z = mvnrnd([0 0], [1 rho; rho 1], n);

seems like I don't have the function. When I do "exist mvnrnd" I get ans = 0.

I am using a 2005 version with the R2011a update. Do I have to installs all updates CDs I have form 2005 to 2011?

Thanks a lot.

------------------------------------------------------------------------------------- MATLAB Version 7.12.0.635 (R2011a) MATLAB License Number: 297946 Operating System: Microsoft Windows 7 Version 6.1 (Build 7601: Service Pack 1) Java VM Version: Java 1.6.0_17-b04 with Sun Microsystems Inc. Java HotSpot™ Client VM mixed mode ------------------------------------------------------------------------------------- MATLAB Version 7.12 (R2011a)

Answer 1

[C.J. Harris]

The function mvnrnd is part of the statistics toolbox. Firstly, in order to use this function you have to have the Statistics Toolbox installed. This can be confirmed using the command:

ver

Secondly, you need to have a license for the Statistics Toolbox, this can be confirmed using the command:

license('test','Statistics_Toolbox')

[Alexandra]

Thanks a lot. I already requested a trial for statistics toolbox. Do you now how can I go around this function for multivariate copula generation until I get statistics toolbox? I am short on time, as always.