A function in file exchange which is not clear to me
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JazzMusic
el 25 de En. de 2017
Comentada: Jan
el 25 de En. de 2017
Hi,
I am running a matlab file which is using this function. The code written there is here below my question.
My problem is: the whole code is under a comment sign. Is it written in an algorithmic-like way?
Does anyone understand what is the code I should use?
Thanks!
function [y]=bivnor(a,b,rho)
%function [y]=bivnor(a,b,rho)
%
% This function give an approximation of
% cumulative bivariate normal probabilities
%
% 1 x^2 - 2*r*x*y + y^2
% f(x,y,r)= ---------------------- exp(- ----------------------)
% 2*pi*(1-r^2)^(1/2) 2 - 2r^2
%
% bivnor(a,b,ro)=Int(a..infinity) Int(b..infinity) f(x,y,r) dx dy
%
% Note : Mex compile the file bivnor.c before using it.
%
% Based on Fortran code in Commun. ACM oct 1973 p638 Algo 462
% Translated to C by Ajay Shah (ajayshah@usc.edu)
% Sligtly modified for Matlab compatibility by Moranvil william (moranviw@onid.orst.edu)
%
% 2004 William Moranvil (moranviw@onid.orst.edu)
%
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Walter Roberson
el 25 de En. de 2017
You missed this:
% Note : Mex compile the file bivnor.c before using it.
That is, the real code is in the .c file and the file you are looking at is just the help documentation.
3 comentarios
Walter Roberson
el 25 de En. de 2017
Once you have your compiler installed and configured, then cd to the directory where bivnor.c is stored, and give the command
mex bivnor.c
Once it succeeds, make sure that directory is on your MATLAB path and you will be able to call bivnor() as if it were a built-in function.
Jan
el 25 de En. de 2017
@JazzMusic: Then the command help bivnor displays the help text from the comments in the M-file, while y=bivnor(a,b,rho) calls the compiled MEX file.
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