Mercurial > hg > ltpda
diff m-toolbox/classes/+utils/@math/Normcdf.m @ 0:f0afece42f48
Import.
author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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date | Wed, 23 Nov 2011 19:22:13 +0100 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/m-toolbox/classes/+utils/@math/Normcdf.m Wed Nov 23 19:22:13 2011 +0100 @@ -0,0 +1,32 @@ +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% +% +% Compute Normal cumulative distribution function +% +% CALL +% +% p = Normcdf(x,mu,sigma); +% +% +% INPUT +% +% - x, data +% - mu, distribution mean +% - sigma, distribution standard deviation +% +% References: +% [1] M. Abramowitz and I. A. Stegun, "Handbook of Mathematical +% Functions", Government Printing Office, 1964, 26.2. +% +% +% L Ferraioli 14-02-2011 +% +% $Id: Normcdf.m,v 1.1 2011/02/14 16:08:25 luigi Exp $ +% +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% +function p = Normcdf(x,mu,sigma) + +z = (x-mu)./sigma; +p = 0.5*erfc(-z./sqrt(2)); + + +end