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normcdf.m
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normcdf.m
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function p = normcdf(x,m,s);
% NORMCDF returns normal cumulative distribtion function
%
% cdf = normcdf(x,m,s);
%
% Computes the CDF 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: NORMPDF, NORMINV
% Reference(s):
% $Revision: 1.1 $
% $Id: normcdf.m,v 1.1 2005-05-02 18:15:55 cultpenguin Exp $
% Version 1.28 Date: 13 Mar 2003
% Copyright (c) 2000-2003 by Alois Schloegl <a.schloegl@ieee.org>
% 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, write to the Free Software
% Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
if nargin==1,
m=0; s=1;
elseif nargin==2,
s=1;
end;
% allocate output memory and check size of arguments
z = (x-m)./s; % if this line causes an error, input arguments do not fit.
p = (1 + erf(z/sqrt(2)))/2;
z = (s==0);
p((x<m) & z) = 0;
p((x==m)& z) = 0.5;
p((x>m) & z) = 1;
p(isnan(x) | isnan(m) | isnan(s) | (s<0)) = nan;