Syntax

Description

y = mvtcdf(X,C,DF)returns the cumulative probability of the multivariatetdistribution with correlation parametersCand degrees of freedomDF，在每一行评估X。Rows of then-by-dmatrixX对应于观测值或点，列对应于变量或坐标。yis ann-by-1vector.

Cis a symmetric, positive definite,d-by-dmatrix, typically a correlation matrix. If its diagonal elements are not 1,mvtcdfscalesCto correlation form.mvtcdfdoes not rescaleX。DFis a scalar, or a vector withnelements.

The multivariatetcumulative probability atXis defined as the probability that a random vectorT, distributed as multivariatet, will fall within the semi-infinite rectangle with upper limits defined byX, i.e.,Pr{T(1)≤X(1),T(2)≤X(2),...T(d)≤X(d)}。

y = mvtcdf(xl,xu,C,DF)返回多元tcumulative probability evaluated over the rectangle with lower and upper limits defined byxlandxu, respectively.

[y,err] = mvtcdf(...)returns an estimate of the error iny。For bivariate and trivariate distributions,mvtcdfuses adaptive quadrature on a transformation of thetdensity, based on methods developed by Genz, as described in the references. The default absolute error tolerance for these cases is1e-8。对于四个或多个维度，mvtcdf如参考文献中所述，使用基于Genz和Bretz开发的方法基于Genz和Bretz开发的方法。这些情况的默认绝对错误公差是1e-4。

[...] = mvntdf(...,options)specifies control parameters for the numerical integration used to computey。This argument can be created by a call tostatset。Choices ofstatsetparameters are:

参考

See Also

mvtpdf|mvtrnd