Mercurial > hg > octave-avbm
view scripts/statistics/distributions/normcdf.m @ 7017:a1dbe9d80eee
[project @ 2007-10-12 21:27:11 by jwe]
author | jwe |
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date | Fri, 12 Oct 2007 21:27:37 +0000 |
parents | 93c65f2a5668 |
children | 3306cfcb856e |
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## Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007 Kurt Hornik ## ## This file is part of Octave. ## ## Octave 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 3 of the License, or (at ## your option) any later version. ## ## Octave 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 Octave; see the file COPYING. If not, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} normcdf (@var{x}, @var{m}, @var{s}) ## For each element of @var{x}, compute the cumulative distribution ## function (CDF) at @var{x} of the normal distribution with mean ## @var{m} and standard deviation @var{s}. ## ## Default values are @var{m} = 0, @var{s} = 1. ## @end deftypefn ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at> ## Description: CDF of the normal distribution function cdf = normcdf (x, m, s) if (! ((nargin == 1) || (nargin == 3))) print_usage (); endif if (nargin == 1) m = 0; s = 1; endif if (!isscalar (m) || !isscalar (s)) [retval, x, m, s] = common_size (x, m, s); if (retval > 0) error ("normcdf: x, m and s must be of common size or scalar"); endif endif sz = size (x); cdf = zeros (sz); if (isscalar (m) && isscalar(s)) if (find (isinf (m) | isnan (m) | !(s >= 0) | !(s < Inf))) cdf = NaN * ones (sz); else cdf = stdnormal_cdf ((x - m) ./ s); endif else k = find (isinf (m) | isnan (m) | !(s >= 0) | !(s < Inf)); if (any (k)) cdf(k) = NaN; endif k = find (!isinf (m) & !isnan (m) & (s >= 0) & (s < Inf)); if (any (k)) cdf(k) = stdnormal_cdf ((x(k) - m(k)) ./ s(k)); endif endif cdf((s == 0) & (x == m)) = 0.5; endfunction