## 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

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