Mercurial > hg > octave-nkf
diff scripts/statistics/distributions/normal_cdf.m @ 3191:e4f4b2d26ee9
[project @ 1998-10-23 05:43:59 by jwe]
author | jwe |
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date | Fri, 23 Oct 1998 05:44:01 +0000 |
parents | |
children | f8dde1807dee |
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new file mode 100644 --- /dev/null +++ b/scripts/statistics/distributions/normal_cdf.m @@ -0,0 +1,63 @@ +## 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: normal_cdf (x [, m, v]) +## +## For each element of x, compute the cumulative distribution function +## (CDF) at x of the normal distribution with mean m and variance v. +## +## Default values are m = 0, v = 1. + +## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at> +## Description: CDF of the normal distribution + +function cdf = normal_cdf (x, m, v) + + if !((nargin == 1) || (nargin == 3)) + usage ("normal_cdf (x [, m, v])"); + endif + + if (nargin == 1) + m = 0; + v = 1; + endif + + [retval, x, m, v] = common_size (x, m, v); + if (retval > 0) + error (["normal_cdf: ", ... + "x, m and v must be of common size or scalars"]); + endif + + [r, c] = size (x); + s = r * c; + x = reshape (x, 1, s); + m = reshape (m, 1, s); + v = reshape (v, 1, s); + cdf = zeros (1, s); + + k = find (isinf (m) | isnan (m) | !(v >= 0) | !(v < Inf)); + if any (k) + cdf(k) = NaN * ones (1, length (k)); + endif + + k = find (!isinf (m) & !isnan (m) & (v > 0) & (v < Inf)); + if any (k) + cdf(k) = stdnormal_cdf ((x(k) - m(k)) ./ sqrt (v(k))); + endif + + cdf = reshape (cdf, r, c); + +endfunction