Integrating a function including mvnpdf. Error: Input function must return 'double' or 'single' values. Found 'sym'.

Hi,

I want to integrate the function fun below. It consists of a variable X multiplied by the multi-variable pdf of X and the correlated variable Y.

I get the error message "Input function must return 'double' or 'single' values. Found 'sym'." (see below).

     fun     = @(Y,X) X .* mvnpdf([X Y],mu,sigma);     %where mu is 1-by-2 and sigma is 2-by-2
     u       = @(Y) log(C) + Y;                        %where C is a scalar constant
     
     test     = integral2(fun,-inf,inf,-inf,u);

Error using integral2Calc>integral2t/tensor (line 231)
Input function must return 'double' or 'single' values. Found 'sym'.

When I let X and Y be independent, so replace mvnpdf(....) by the product of their marginal pdfs, it works (then I redefine the variables and use lognpdf). I believe the error comes from the fact that my function fun gives symbolic output, even when supplied with arguments:

fun(1,2)
 
ans =
 
2*exp(- (5*conj(X) - conj(Y))^2/48 - conj(Y)^2/2 - 261924464376925987/144115188075855872)
 

But why is this? Is this the reason I cannot integrate my function? Grateful for help! Thanks!

Answer 1

[Catalytic]

Yes, that is the reason. Maybe you have made sigma or mu symbolic variables?

[ASKH]

Hi,

Thanks for your response! No, sigma and mu are numbers (doubles):

mu =

     0     0
     
sigma =

    1.0000    0.2000
    0.2000    1.0000

Do you have any idea for why my function would not give numbers as output? Perhaps I need to restrict the (X,Y) to be only real? Why are their complex conjugates showing up? Or does the mvnpdf not have a closed form...?