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comparison scripts/statistics/distributions/normal_cdf.m @ 3191:e4f4b2d26ee9

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[project @ 1998-10-23 05:43:59 by jwe]
author jwe
date Fri, 23 Oct 1998 05:44:01 +0000
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children f8dde1807dee
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3190:70eb3f4136cd 3191:e4f4b2d26ee9
1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
2 ##
3 ## This program is free software; you can redistribute it and/or modify
4 ## it under the terms of the GNU General Public License as published by
5 ## the Free Software Foundation; either version 2, or (at your option)
6 ## any later version.
7 ##
8 ## This program is distributed in the hope that it will be useful, but
9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
11 ## General Public License for more details.
12 ##
13 ## You should have received a copy of the GNU General Public License
14 ## along with this file. If not, write to the Free Software Foundation,
15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
16
17 ## usage: normal_cdf (x [, m, v])
18 ##
19 ## For each element of x, compute the cumulative distribution function
20 ## (CDF) at x of the normal distribution with mean m and variance v.
21 ##
22 ## Default values are m = 0, v = 1.
23
24 ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
25 ## Description: CDF of the normal distribution
26
27 function cdf = normal_cdf (x, m, v)
28
29 if !((nargin == 1) || (nargin == 3))
30 usage ("normal_cdf (x [, m, v])");
31 endif
32
33 if (nargin == 1)
34 m = 0;
35 v = 1;
36 endif
37
38 [retval, x, m, v] = common_size (x, m, v);
39 if (retval > 0)
40 error (["normal_cdf: ", ...
41 "x, m and v must be of common size or scalars"]);
42 endif
43
44 [r, c] = size (x);
45 s = r * c;
46 x = reshape (x, 1, s);
47 m = reshape (m, 1, s);
48 v = reshape (v, 1, s);
49 cdf = zeros (1, s);
50
51 k = find (isinf (m) | isnan (m) | !(v >= 0) | !(v < Inf));
52 if any (k)
53 cdf(k) = NaN * ones (1, length (k));
54 endif
55
56 k = find (!isinf (m) & !isnan (m) & (v > 0) & (v < Inf));
57 if any (k)
58 cdf(k) = stdnormal_cdf ((x(k) - m(k)) ./ sqrt (v(k)));
59 endif
60
61 cdf = reshape (cdf, r, c);
62
63 endfunction