48 lines
1.4 KiB
Matlab
48 lines
1.4 KiB
Matlab
function pdf = stdnormal_pdf (x)
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% STDNORMAL_PDF PDF of the standard normal distribution
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% PDF = stdnormal_pdf(X)
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% For each element of X, compute the PDF of the standard normal
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% distribution at X.
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% Adapted for Matlab (R) from GNU Octave 3.0.1
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% Original file: statistics/distributions/stdnormal_pdf.m
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% Original author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
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% Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2004, 2005, 2006,
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% 2007 Kurt Hornik
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% Copyright (C) 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 <http://www.gnu.org/licenses/>.
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if (nargin ~= 1)
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error('stdnormal_pdf: you should provide one argument');
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end
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sz = size(x);
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pdf = zeros (sz);
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k = find (isnan (x));
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if (any (k))
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pdf(k) = NaN;
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end
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k = find (~isinf (x));
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if (any (k))
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pdf (k) = (2 * pi)^(- 1/2) * exp (- x(k) .^ 2 / 2);
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end
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end
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