home *** CD-ROM | disk | FTP | other *** search
- ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
- ##
- ## This program is free software; you can redistribute it and/or modify
- ## it under the terms of the GNU General Public License as published by
- ## the Free Software Foundation; either version 2, or (at your option)
- ## any later version.
- ##
- ## This program is distributed in the hope that it will be useful, but
- ## WITHOUT ANY WARRANTY; without even the implied warranty of
- ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
- ## General Public License for more details.
- ##
- ## You should have received a copy of the GNU General Public License
- ## along with this file. If not, write to the Free Software Foundation,
- ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
-
- ## usage: stdnormal_cdf (x)
- ##
- ## For each component of x, compute the CDF of the standard normal
- ## distribution at x.
-
- ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
- ## Description: CDF of the standard normal distribution
-
- function cdf = stdnormal_cdf (x)
-
- if (nargin != 1)
- usage ("stdnormal_cdf (x)");
- endif
-
- [r_x, c_x] = size (x);
- if (r_x * c_x == 0)
- error ("stdnormal_cdf: x must not be empty.");
- endif
-
- cdf = ( ones (r_x, c_x) + erf (x / sqrt(2)) ) / 2;
-
- endfunction
-
-
-
-
-