Maximum number of dimensions for copulacdf('t', U, rho, nu)

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Stefan M
Stefan M 2017-12-15
评论： Stefan M 2017-12-18
Hi everyone,
I tried calculating the CDF of a Student t copula for a gof test, but got this error:
Error using mvtcdf (line 195)
Number of dimensions must be less than or equal to 25.
Error in copulacdf (line 75)
p = mvtcdf(tinv(u,nu),Rho,nu);
Is the maximum number of dimensions for this calculation really 25? The same input parameters are working for the copulapdf method.
Thanks in advance for your help.

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the cyclist
the cyclist 2017-12-15
If you get a file listing ...
type mvtcdf
you will see that there is, in fact, a hard-coded limit of 25 on the dimensions.
Caveat emptor, but you could copy that file to your own "my_mvtcdf", change that limit, and run that instead.

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