1 ## Copyright (C) 2012 Rik Wehbring
2 ## Copyright (C) 1995-2012 Kurt Hornik
4 ## This file is part of Octave.
6 ## Octave is free software; you can redistribute it and/or modify it
7 ## under the terms of the GNU General Public License as published by
8 ## the Free Software Foundation; either version 3 of the License, or (at
9 ## your option) any later version.
11 ## Octave is distributed in the hope that it will be useful, but
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14 ## General Public License for more details.
16 ## You should have received a copy of the GNU General Public License
17 ## along with Octave; see the file COPYING. If not, see
18 ## <http://www.gnu.org/licenses/>.
21 ## @deftypefn {Function File} {} stdnormal_cdf (@var{x})
22 ## For each element of @var{x}, compute the cumulative distribution
23 ## function (CDF) at @var{x} of the standard normal distribution
24 ## (mean = 0, standard deviation = 1).
27 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
28 ## Description: CDF of the standard normal distribution
30 function cdf = stdnormal_cdf (x)
37 error ("stdnormal_cdf: X must not be complex");
40 cdf = erfc (x / (-sqrt(2))) / 2;
46 %! x = [-Inf 0 1 Inf];
47 %! y = [0, 0.5, 1/2*(1+erf(1/sqrt(2))), 1];
48 %!assert(stdnormal_cdf ([x, NaN]), [y, NaN]);
50 %% Test class of input preserved
51 %!assert(stdnormal_cdf (single([x, NaN])), single([y, NaN]), eps("single"));
53 %% Test input validation
54 %!error stdnormal_cdf ()
55 %!error stdnormal_cdf (1,2)
56 %!error stdnormal_cdf (i)