Finding a root
in [Matlab]
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From: dpb on 9 Jul 2010 17:57 Walter Roberson wrote: .... > Your current problems are in your mvncdf calls. Your sigma matrix is > > [1 -tmp; -tmp 1] > > where tmp is sqrt(1-rho) . .... Yeah, even tho I was the one who recast his original to this form I forgot already that tmp ~ rho... :( --
From: Philip M on 10 Jul 2010 05:00
dpb <none(a)non.net> wrote in message <i18650$pnr$1(a)news.eternal-september.org>... > Walter Roberson wrote: > ... > > > Your current problems are in your mvncdf calls. Your sigma matrix is > > > > [1 -tmp; -tmp 1] > > > > where tmp is sqrt(1-rho) . > ... > > Yeah, even tho I was the one who recast his original to this form I > forgot already that tmp ~ rho... :( > > -- I finally got it. A starting value of 0 does not work... changed it to 0.3 and it works now.... wow. thanks for all your help!! |