71 lines
2.0 KiB
Matlab
71 lines
2.0 KiB
Matlab
function cdf = normcdf (x, m, s)
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% NORMCDF CDF of the normal distribution
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% CDF = normcdf(X, M, S) computes the cumulative distribution
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% function (CDF) at X of the normal distribution with mean M
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% and standard deviation S.
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%
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% CDF = normcdf(X) is equivalent to CDF = normcdf(X, 0, 1)
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% Adapted for Matlab (R) from GNU Octave 3.0.1
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% Original file: statistics/distributions/normcdf.m
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% Original author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
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% Copyright © 1995, 1996, 1997, 2005, 2006, 2007 Kurt Hornik
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% Copyright © 2008-2009 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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if (~ ((nargin == 1) || (nargin == 3)))
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error ('normcdf: you must give one or three arguments');
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end
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if (nargin == 1)
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m = 0;
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s = 1;
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end
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if (~isscalar (m) || ~isscalar (s))
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[retval, x, m, s] = common_size (x, m, s);
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if (retval > 0)
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error ('normcdf: x, m and s must be of common size or scalar');
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end
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end
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sz = size (x);
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cdf = zeros (sz);
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if (isscalar (m) && isscalar(s))
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if (find (isinf (m) | isnan (m) | ~(s >= 0) | ~(s < Inf)))
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cdf = NaN * ones (sz);
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else
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cdf = stdnormal_cdf ((x - m) ./ s);
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end
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else
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k = find (isinf (m) | isnan (m) | ~(s >= 0) | ~(s < Inf));
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if (any (k))
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cdf(k) = NaN;
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end
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k = find (~isinf (m) & ~isnan (m) & (s >= 0) & (s < Inf));
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if (any (k))
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cdf(k) = stdnormal_cdf ((x(k) - m(k)) ./ s(k));
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end
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end
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cdf((s == 0) & (x == m)) = 0.5;
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end
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