Hello,
I am new to working with mvncdf and I have some basic test scripts working, however I would like to modify the direction over which the cdf is calculated.
There is some example code below
mu = [0, 10];
std = [2, 1];
dir = [1,-1];
sigma = std.^2.*eye(length(std));
X1_points = linspace(mu(1) - dir(1)*3*std(1),mu(1) + dir(1)*3*std(1),25)';
X2_points = linspace(mu(2) - dir(2)*3*std(2),mu(2) + dir(2)*3*std(2),25)';
[X1,X2] = meshgrid(X1_points,X2_points);
X = [X1(:),X2(:)];
p = mvncdf(X,mu,sigma);
Z = reshape(p,25,25);
figure()
surf(X1,X2,Z);
xlabel('X');
ylabel('Y');
This code runs fine (I stole most of it from the help doc) however I would like to move the location of where the maximum cdf value is. Currently the max cfd is at [6,13] which makes sense. I would like the max cdf to move to [6,7] becasuse the second parameter is worse with the lower values.
As you can see in the code I attempted to achive this by fliping the direction of the points arrays and the gridded data however this had no impact on the output.
Is there any way to change the way that mvncdf calculates the cumulative probabilities so it will sum along the positive direction for one variable and the negative direction for other variables.
