Matlab toolbox to integrate normal (Gaussian) and multivariate normal distributions in any dimensions with any parameters within any domain, compute pdf/cdf/inverse cdf of any function of a normal vector, and compute quantities concerning classification performance among two or more multinormals, such as error matrix and discriminability d'.
Abhranil Das, Center for Perceptual Systems, The University of Texas at Austin.
Bugs/comments/questions/suggestions to abhranil.das@utexas.edu.
If you use this code, please cite: Methods to integrate multinormals and compute classification measures.
Within Matlab's Home tab, select Add-Ons > Get Add-Ons > Search for 'Integrate and classify normal distributions' and install.
After installation, begin with the Getting Started live script, or at any time, go to Home tab > Add-Ons > Manage Add-Ons > Click the three dots next to this toolbox > View Getting Started Guide.
For function help, type:
doc integrate_normal
doc classify_normals
doc classify_normals_multi
doc norm_fun_cdf
doc norm_fun_pdf
doc norm_fun_inv