function cdf = normcdf (x, m, s) % NORMCDF CDF of the normal distribution % CDF = normcdf(X, M, S) computes the cumulative distribution % function (CDF) at X of the normal distribution with mean M % and standard deviation S. % % CDF = normcdf(X) is equivalent to CDF = normcdf(X, 0, 1) % Adapted for Matlab (R) from GNU Octave 3.0.1 % Original file: statistics/distributions/normcdf.m % Original author: TT % Copyright © 1995, 1996, 1997, 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) || (nargin == 3))) error ('normcdf: you must give one or three arguments'); end if (nargin == 1) m = 0; s = 1; end if (~isscalar (m) || ~isscalar (s)) [retval, x, m, s] = common_size (x, m, s); if (retval > 0) error ('normcdf: x, m and s must be of common size or scalar'); end end sz = size (x); cdf = zeros (sz); if (isscalar (m) && isscalar(s)) if (find (isinf (m) | isnan (m) | ~(s >= 0) | ~(s < Inf))) cdf = NaN * ones (sz); else cdf = stdnormal_cdf ((x - m) ./ s); end else k = find (isinf (m) | isnan (m) | ~(s >= 0) | ~(s < Inf)); if (any (k)) cdf(k) = NaN; end k = find (~isinf (m) & ~isnan (m) & (s >= 0) & (s < Inf)); if (any (k)) cdf(k) = stdnormal_cdf ((x(k) - m(k)) ./ s(k)); end end cdf((s == 0) & (x == m)) = 0.5; end