Triple Integration without Symbolic Math Toolbox

Can someone please tell me how to conduct triple integration for the following function 'out' which consists of variables x, y and t. Your help is much appreciated. I know I have to use the triplequad function in MATLAB, but it keeps giving me error.
%defining function components and variables
alpha=4; beta=2; DoF=3; rho=0.7;
cb=1; ab=-0.25; sigmab=0.12;
cr=1; ar=-0.05; sigmar=0.1;
psi1=tinv(1-exp(-alpha*x),DoF);
psi2=tinv(1-exp(-beta*y),DoF);
comp1=1+(psi1^.2/DoF);
comp2=1+(psi2^.2/DoF);
comp3=(psi1^.2+psi2^.2-2*rho*psi1*psi2)/(DoF*(1-rho^2));
constant=(1/(2*sqrt(1-rho^2)))*alpha*beta*DoF*((gamma(DoF/2)/gamma(DoF/2+1/2))^.2);
copnum=(comp1*comp2)^((DoF+1)/2);
copdenom=(1+(psi1^.2+psi2^.2-2*rho*psi1*psi2)/(DoF*(1-rho^2)))^(1+(DoF/2));
%defining the exponential part for Laplace transform
compA=sqrt((cb*ab)^2+2*(sigmab)^2);
explogA=exp(-(1-t)*compA)*(sigmab^2-(cb*ab+compA))/(sigmab^2-(cb*ab-compA));
Anum=compA+cb*ab+(compA-cb*ab)*explogA;
Adenom=(sigmab^2)*(1-explogA);
At=Anum/Adenom;
compB=sqrt((cr*ar)^2+2*(sigmar)^2);
explogB=exp(-(1-t)*compB)*(sigmar^2-(cr*ar+compB))/(sigmar^2-(cr*ar-compB));
Bnum=compB+cr*ar+(compB-cr*ar)*explogB;
Bdenom=(sigmar^2)*(1-explogB);
Bt=Bnum/Bdenom;
%defining the Laplace transform of exponential function
cop=constant*copnum/copdenom
out=exp(-(At+alpha)*x-(Bt+beta)*y)*cop %the 'Laplace transform'

 Accepted Answer

The first thing you need to do is rewrite this as a function with the variables you wish to integrate over as parameters.

More Answers (0)

Products

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!