How can I us the mvncdf function for more than 25 dimensions?

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Ina Vertommen
Ina Vertommen il 9 Lug 2013
I want to obtain the mvncdf for more than 25 dimensions. I use the ndgrid function to generate the arrays, and that works. But when moving on to the mvncdf the following error appears:
Error using ==> mvncdf at 283 Number of dimensions must be less than or equal to 25.
Is there any possibility to change this limit of dimensions?

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Shashank Prasanna
Shashank Prasanna il 9 Lug 2013
This is forced limit. You can change it by editing the mvncdf.m file but is not recommended.
Please note that this is not supported and your mileage may vary.

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