--- /dev/null
+function p = normpdf(x,m,s)
+% NORMPDF returns normal probability density
+%
+% pdf = normpdf(x,m,s);
+%
+% Computes the PDF of a the normal distribution
+% with mean m and standard deviation s
+% default: m=0; s=1;
+% x,m,s must be matrices of same size, or any one can be a scalar.
+%
+% see also: NORMCDF, NORMINV
+
+% Reference(s):
+
+% $Id: normpdf.m 9033 2011-11-08 20:58:07Z schloegl $
+% Copyright (C) 2000-2003,2010,2011 by Alois Schloegl <alois.schloegl@gmail.com>
+% This function is part of the NaN-toolbox
+% http://pub.ist.ac.at/~schloegl/matlab/NaN/
+
+% This program is free software; you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation; either version 2 of the License, or
+% (at your option) any later version.
+%
+% This program is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with this program; If not, see <http://www.gnu.org/licenses/>.
+
+if nargin==1,
+ m=0;s=1;
+elseif nargin==2,
+ s=1;
+end;
+
+% allocate output memory and check size of argument
+z = (x-m)./s; % if this line causes an error, input arguments do not fit.
+
+%p = ((2*pi)^(-1/2))*exp(-z.^2/2)./s;
+SQ2PI = 2.5066282746310005024157652848110;
+p = exp(-z.^2/2)./(s*SQ2PI);
+
+p((x==m) & (s==0)) = inf;
+
+p(isinf(z)~=0) = 0;
+
+p(isnan(x) | isnan(m) | isnan(s) | (s<0)) = nan;
+
+%!assert(sum(isnan(normpdf([-inf,-2,-1,-.5,0,.5,1,2,3,inf,nan]',2,0))),1)
+
+