A function in file exchange which is not clear to me
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Hi,
I am running a matlab file which is using this function. The code written there is here below my question.
My problem is: the whole code is under a comment sign. Is it written in an algorithmic-like way?
Does anyone understand what is the code I should use?
Thanks!
function [y]=bivnor(a,b,rho)
%function [y]=bivnor(a,b,rho)
%
% This function give an approximation of
% cumulative bivariate normal probabilities
%
% 1 x^2 - 2*r*x*y + y^2
% f(x,y,r)= ---------------------- exp(- ----------------------)
% 2*pi*(1-r^2)^(1/2) 2 - 2r^2
%
% bivnor(a,b,ro)=Int(a..infinity) Int(b..infinity) f(x,y,r) dx dy
%
% Note : Mex compile the file bivnor.c before using it.
%
% Based on Fortran code in Commun. ACM oct 1973 p638 Algo 462
% Translated to C by Ajay Shah (ajayshah@usc.edu)
% Sligtly modified for Matlab compatibility by Moranvil william (moranviw@onid.orst.edu)
%
% 2004 William Moranvil (moranviw@onid.orst.edu)
%
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