normpdf and integral: non-scalalr arguments must match in size
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I want to compute a numerical integration problem, the code for which is as follows
 mu=0;
 sig2_tmp=1;
 k=100;
 samps=normrnd(mu,sig2_tmp,[k,1]);
 func=@(x)prod(normpdf(samps,mu,x));
 c(j)=integral(func,0,inf);
It gives the following error message:
 Error using normpdf (line 36)
 Non-scalar arguments must match in size.
 Error in @(x)prod(normpdf(samps,mu,x))
But when I evaluate func at x=1, it works fine. So, I don't know how to fix this error.
Please help.
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Réponses (1)
  Torsten
      
      
 le 11 Oct 2018
        Does it make sense to integrate the pdf's over the standard deviation ?
In any case:
Try
func=@(x)prod(normpdf(samps,ones(size(x))*mu,x));
Best wishes
Torsten.
2 commentaires
  Torsten
      
      
 le 12 Oct 2018
				This code works for me:
 function main
 mu=0;
 sig2_tmp=1;
 k=100;
 samps=randn(k,1);
 samps=mu+sig2_tmp*samps;
 func=@(x)prod(normpdf_gnu(samps,mu,x));
 c=integral(func,0,inf)
 end
function p = normpdf_gnu(x,m,s);
% NORMPDF returns normal probability density 
%
% pdf = normpdf(x,m,s);
%
% Computes the PDF of a the normal distribution 
%    with mean m and standard deviation s
%    default: m=0; s=1;
% x,m,s must be matrices of same size, or any one can be a scalar. 
%
% see also: NORMCDF, NORMINV 
% Reference(s):
%  $Revision: 1.6 $
%  $Id: normpdf.m,v 1.6 2003/03/13 16:00:33 schloegl Exp $
%  Version 1.28   Date: 13 Mar 2003
%  Copyright (c) 2000-2003 by  Alois Schloegl <a.schloegl@ieee.org>  
%    This program is free software; you can redistribute it and/or modify
%    it under the terms of the GNU General Public License as published by
%    the Free Software Foundation; either version 2 of the License, or
%    (at your option) any later version.
%
%    This program is distributed in the hope that it will be useful,
%    but WITHOUT ANY WARRANTY; without even the implied warranty of
%    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
%    GNU General Public License for more details.
%
%    You should have received a copy of the GNU General Public License
%    along with this program; if not, write to the Free Software
%    Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
if nargin==1,
        m=0;s=1;
elseif nargin==2,
        s=1;
end;        
% allocate output memory and check size of argument
z = (x-m)./s;    % if this line causes an error, input arguments do not fit. 
%p = ((2*pi)^(-1/2))*exp(-z.^2/2)./s;
SQ2PI = 2.5066282746310005024157652848110;
p = exp(-z.^2/2)./(s*SQ2PI);
p((x==m) & (s==0)) = inf;
p(isinf(z)~=0) = 0;
p(isnan(x) | isnan(m) | isnan(s) | (s<0)) = nan;
end
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