diff m-toolbox/classes/+utils/@math/Normcdf.m @ 0:f0afece42f48

Import.
author Daniele Nicolodi <nicolodi@science.unitn.it>
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
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+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%
+% 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