How can I us the mvncdf function for more than 25 dimensions?

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Ina Vertommen
Ina Vertommen am 9 Jul. 2013
I want to obtain the mvncdf for more than 25 dimensions. I use the ndgrid function to generate the arrays, and that works. But when moving on to the mvncdf the following error appears:
Error using ==> mvncdf at 283 Number of dimensions must be less than or equal to 25.
Is there any possibility to change this limit of dimensions?

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Shashank Prasanna
Shashank Prasanna am 9 Jul. 2013
This is forced limit. You can change it by editing the mvncdf.m file but is not recommended.
Please note that this is not supported and your mileage may vary.

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