function cdf = norm_cdf (x, m, v) % PURPOSE: computes the cumulative normal distribution % for each component of x with mean m, variance v %--------------------------------------------------- % USAGE: cdf = norm_cdf(x,m,v) % where: x = variable vector (nx1) % m = mean vector (default=0) % v = variance vector (default=1) %--------------------------------------------------- % RETURNS: cdf (nx1) vector %--------------------------------------------------- % Written by TT (Teresa.Twaroch@ci.tuwien.ac.at) on Jun 3, 1993 % Updated by KH (Kurt.Hornik@ci.tuwien.ac.at) on Oct 26, 1994 % Copyright Dept of Probability Theory and Statistics TU Wien % Updated by James P. Lesage, jpl@jpl.econ.utoledo.edu 1/7/97 [r, c] = size(x); if (r*c == 0) error('norm_cdf: x must not be empty'); end; if (nargin == 1) m = zeros(r,1); v = ones(r,1); end; cdf = zeros(r, 1); cdf(1:r,1) = stdn_cdf((x(1:r,1) - m(1:r,1)) ./ sqrt (v(1:r,1)));