normcdf and norminv for symbolic function

7 vues (au cours des 30 derniers jours)
Virginie Marchionni
Virginie Marchionni le 28 Mar 2018
I've to compute a particular density function and to get it I wanted to differentiate its Cdf. The Cdf depends on the function normcdf and norminf but Matlab returns Errors on multiple stuff! I suppose the problem is on the normcdf and norminv function but I tried different way to handle the problem unsuccessfully
syms x
cond = x>0 & x<=1;
assume(cond)
Cdf= normcdf(-(k-sqrt(1-rho)*norminv(x))/sqrt(rho)); % k and rho are constants I've previously defined in my code
density= diff(Cdf,x);

Réponse acceptée

Torsten
Torsten le 29 Mar 2018
Modifié(e) : Torsten le 29 Mar 2018
fun = -(k-sqrt(1-rho)*norminv(x))/sqrt(rho);
density = 1/sqrt(2*pi)*exp(-fun^2/2)*diff(fun,x)
Best wishes
Torsten.
  3 commentaires
Torsten
Torsten le 29 Mar 2018
And what happens if you remove this condition ?
Virginie Marchionni
Virginie Marchionni le 29 Mar 2018
The same errors

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