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Integral of a handle function which contains another numerical integral inside
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Hi
I want to calculate integral of this function bellow, but numconv is another numerical integral, it gives me an answer, but it takes a lot of time to calculate it. so I want to try another intergral like quad ,... but it gives me error because of numconv, so what should I do to expedite calculating this integral?
Rt=@(t)(((normcdf(D1,miuw1,sw1)).^m)*(poisspdf(m,lamda.*t))*numconv(H11,t,alpha11));
AB=integral(Rt,a,b,'ArrayValued',true)
Numconv is as follow:
Q=@(u)(gamcdf(H-u,alpha.*t,beta)).*(beta.^(m.*alpha2).*(u.^((m.*alpha2)-1)).*exp(-beta.*u))./gamma(m.*alpha2);
U=quad(Q,0,H);
Could anyone help me revise these, to expedite my code? because I wanna use it in a simulation and it takes like 2 days to complete, because it should calculate this integral at each run.
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