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

[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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+## 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