mynormcdf.m
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- function p = normcdf(x,mu,sigma)
- %NORMCDF Normal cumulative distribution function (cdf).
- % P = NORMCDF(X,MU,SIGMA) computes the normal cdf with mean MU and
- % standard deviation SIGMA at the values in X.
- %
- % The size of P is the common size of X, MU and SIGMA. A scalar input
- % functions as a constant matrix of the same size as the other inputs.
- %
- % Default values for MU and SIGMA are 0 and 1 respectively.
- % References:
- % [1] M. Abramowitz and I. A. Stegun, "Handbook of Mathematical
- % Functions", Government Printing Office, 1964, 26.2.
- % Copyright (c) 1993-98 by The MathWorks, Inc.
- % $Revision: 2.6 $ $Date: 1997/11/29 01:46:13 $
- if nargin < 3,
- sigma = 1;
- end
- if nargin < 2;
- mu = 0;
- end
- [errorcode x mu sigma] = distchck(3,x,mu,sigma);
- if errorcode > 0
- error('Requires non-scalar arguments to match in size.');
- end
- % Initialize P to zero.
- p = zeros(size(x));
- % Return NaN if SIGMA is not positive.
- k1 = find(sigma <= 0);
- if any(k1)
- tmp = NaN;
- p(k1) = tmp(ones(size(k1)));
- end
- % Express normal CDF in terms of the error function.
- k = find(sigma > 0);
- if any(k)
- p(k) = 0.5 * erfc( - (x(k) - mu(k)) ./ (sigma(k) * sqrt(2)));
- end
- % Make sure that round-off errors never make P greater than 1.
- k2 = find(p > 1);
- if any(k2)
- p(k2) = ones(size(k2));
- end