numerical integration

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john birt
john birt 2012년 4월 25일
I have code
c=0.2; t = 0.00001:0.0001:20; trapz(t,normcdf(((log(q(1)/K(1))+t*c^2/2)/(c*sqrt(t))),0,1)*stblpdf(t,0.5,1,12,0,'quick'));
but then I want to use vectors for 'q' and 'K' so I coded
c=0.2; t = 0.00001:0.0001:20; z = trapz(t,normcdf(((log(q./K)+t.*c.^2/2)./(c.*sqrt(t))),0,1).*stblpdf(t,0.5,1,12,0,'quick'));
but get the error
??? Error using ==> plus
Matrix dimensions must agree.
how can this be done?

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Walter Roberson
Walter Roberson 2012년 4월 25일
You would get that error if the length of q is not the same as the length of t. Are you attempting to calculate for each pair q(J), t(K) ? If you are then see bsxfun() or ndgrid()

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