32 lines
900 B
Mathematica
32 lines
900 B
Mathematica
|
function varargout = mvncdf(varargin)
|
||
|
|
%MVNCDF
|
||
|
|
%
|
||
|
|
% y = MVNCDF(x)
|
||
|
|
%
|
||
|
|
% Computes/declares multivariate normal cumulative distribution function
|
||
|
|
|
||
|
|
switch class(varargin{1})
|
||
|
|
|
||
|
|
case {'sdpvar','ndsdpvar'}
|
||
|
|
|
||
|
|
if nargin > 1
|
||
|
|
error('sdpvar/mvncdf currently only supports 1 argument, i.e. assumed zero mean and unit variance');
|
||
|
|
end
|
||
|
|
varargin{1} = reshape(varargin{1},[],1);
|
||
|
|
varargout{1} = yalmip('define',mfilename,varargin{1});
|
||
|
|
|
||
|
|
case 'char'
|
||
|
|
|
||
|
|
X = varargin{3};
|
||
|
|
F = (X >= 0);
|
||
|
|
|
||
|
|
operator = struct('convexity','none','monotonicity','none','definiteness','positive','model','callback');
|
||
|
|
operator.range = [0 1];
|
||
|
|
operator.domain = [0 inf];
|
||
|
|
varargout{1} = F;
|
||
|
|
varargout{2} = operator;
|
||
|
|
varargout{3} = X;
|
||
|
|
|
||
|
|
otherwise
|
||
|
|
error('SDPVAR/MVNCDF called with CHAR argument?');
|
||
|
|
end
|