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