MATLAB code for bivariate normal cumulative distribution function

brachistochrone · September 3rd, 2004, 9:30 am

Hi all,As the title says I am looking for MATLAB code for bivariate normal cumulative distribution function, i.e. given x,y and a correlation rho I want to find Bnorm(x,y,rho). I was hoping someone might have this or know were to point me to find it. Any help greatly appreciated.Kind regards,E

hmerkinger · September 3rd, 2004, 5:00 pm

Hi,you can find code for this on comp.soft-sys.matlab. It is a posting by Raymond Kan from 1993.I do not want to post this without the author's permission,but you can easily find it by doing a search forcomp.soft-sys.matlab Raymond Kan bivariateon Google Groups.HTH,Hans-Marc