Quad. The integrand function must return an output vector of the same length as the input vector
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Hello, I've been trying to integrate a function using the quad function:
PS2=quad(@fintegrand,0,10)
fintegrand is a .m function.
However, I keep getting the error
Error using quad (line 79) The integrand function must return an output vector of the same length as the input vector.
What does this error mean?
I´ll copy part of the commands i entered to define the function. Thetas, alpha and sigma have been previously defined
function [integrand] = fintegrand(t) syms t NPDF1=(1/sqrt(2*pi))*exp((-0.5*(log(theta_star/theta_starb) + (alpha - .5*sigma) .* t ) ./ sigma ./ t.^0.5).^2)
NPDF2=(1/sqrt(2*pi))*exp((-0.5*(log(theta_star/theta_starb) - (alpha - .5*sigma) .* t ) ./ sigma ./ t.^0.5).^2)
NCDF1=0.5.*(1+erf((log(theta_starb*psia/Fpa) + (alpha - .5*sigma) .* (T-t)) ./ sigma ./ ((T-t).^0.5)./sqrt(2))) NCDF2=0.5.*(1+erf((log(theta_starb*psia/Fa) + (alpha - .5*sigma) .* (T-t)) ./ sigma ./ ((T-t).^0.5)./sqrt(2)))
integrand= (NPDF1.*((alpha - .5*sigma)-0.5.*t.^(-1).*(log(theta_star/theta_starb)+(alpha - .5*sigma).*t))./ sigma ./ sqrt(T) + exp (-2*(alpha - .5*sigma)/sigma^2*log(theta_star/theta_starb)).*NPDF2.*(-(alpha - .5*sigma)-0.5.*t.^(-1).*(log(theta_star/theta_starb)-(alpha - .5*sigma).*t))./ sigma ./ sqrt(T) ).*(NCDF1-NCDF2)
Can someone help me with this?
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