function cdf = stdnormal_cdf (x) % STDNORMAL_CDF CDF of the standard normal distribution % CDF = stdnormal_cdf(X) % For each component of X, compute the CDF of the standard normal % distribution at X. % Adapted for Matlab (R) from GNU Octave 3.0.1 % Original file: statistics/distributions/stdnormal_cdf.m % Original author: KH % Copyright © 1995, 1996, 1997, 1998, 2000, 2002, 2004, 2005, 2006, % 2007 Kurt Hornik % Copyright © 2008-2009 Dynare Team % % This file is part of Dynare. % % Dynare 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. % % Dynare 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 Dynare. If not, see . if (nargin ~= 1) error('stdnormal_cdf: you should provide one argument'); end sz = size (x); if (numel(x) == 0) error ('stdnormal_cdf: x must not be empty'); end cdf = (ones (sz) + erf (x / sqrt (2))) / 2; end