Quad. The integrand function must return an output vector of the same length as the input vector
2 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Hello, I've been trying to integrate a function using the quad function:
PS2=quad(@fintegrand,0,10)
fintegrand is a .m function.
However, I keep getting the error
Error using quad (line 79) The integrand function must return an output vector of the same length as the input vector.
What does this error mean?
I´ll copy part of the commands i entered to define the function. Thetas, alpha and sigma have been previously defined
function [integrand] = fintegrand(t) syms t NPDF1=(1/sqrt(2*pi))*exp((-0.5*(log(theta_star/theta_starb) + (alpha - .5*sigma) .* t ) ./ sigma ./ t.^0.5).^2)
NPDF2=(1/sqrt(2*pi))*exp((-0.5*(log(theta_star/theta_starb) - (alpha - .5*sigma) .* t ) ./ sigma ./ t.^0.5).^2)
NCDF1=0.5.*(1+erf((log(theta_starb*psia/Fpa) + (alpha - .5*sigma) .* (T-t)) ./ sigma ./ ((T-t).^0.5)./sqrt(2))) NCDF2=0.5.*(1+erf((log(theta_starb*psia/Fa) + (alpha - .5*sigma) .* (T-t)) ./ sigma ./ ((T-t).^0.5)./sqrt(2)))
integrand= (NPDF1.*((alpha - .5*sigma)-0.5.*t.^(-1).*(log(theta_star/theta_starb)+(alpha - .5*sigma).*t))./ sigma ./ sqrt(T) + exp (-2*(alpha - .5*sigma)/sigma^2*log(theta_star/theta_starb)).*NPDF2.*(-(alpha - .5*sigma)-0.5.*t.^(-1).*(log(theta_star/theta_starb)-(alpha - .5*sigma).*t))./ sigma ./ sqrt(T) ).*(NCDF1-NCDF2)
Can someone help me with this?
0 commentaires
Réponses (0)
Voir également
Catégories
En savoir plus sur Numerical Integration and Differential Equations dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!