1function cdf = normcdf (x, m, s)
2% NORMCDF  CDF of the normal distribution
3%  CDF = normcdf(X, M, S) computes the cumulative distribution
4%  function (CDF) at X of the normal distribution with mean M
5%  and standard deviation S.
6%
7%  CDF = normcdf(X) is equivalent to CDF = normcdf(X, 0, 1)
8
9% Adapted for Matlab (R) from GNU Octave 3.0.1
10% Original file: statistics/distributions/normcdf.m
11% Original author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
12
13% Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007 Kurt Hornik
14% Copyright (C) 2008-2009 Dynare Team
15%
16% This file is part of Dynare.
17%
18% Dynare is free software: you can redistribute it and/or modify
19% it under the terms of the GNU General Public License as published by
20% the Free Software Foundation, either version 3 of the License, or
21% (at your option) any later version.
22%
23% Dynare is distributed in the hope that it will be useful,
24% but WITHOUT ANY WARRANTY; without even the implied warranty of
25% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
26% GNU General Public License for more details.
27%
28% You should have received a copy of the GNU General Public License
29% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
30
31if (~ ((nargin == 1) || (nargin == 3)))
32    error ('normcdf: you must give one or three arguments');
33end
34
35if (nargin == 1)
36    m = 0;
37    s = 1;
38end
39
40if (~isscalar (m) || ~isscalar (s))
41    [retval, x, m, s] = common_size (x, m, s);
42    if (retval > 0)
43        error ('normcdf: x, m and s must be of common size or scalar');
44    end
45end
46
47sz = size (x);
48cdf = zeros (sz);
49
50if (isscalar (m) && isscalar(s))
51    if (find (isinf (m) | isnan (m) | ~(s >= 0) | ~(s < Inf)))
52        cdf = NaN * ones (sz);
53    else
54        cdf =  stdnormal_cdf ((x - m) ./ s);
55    end
56else
57    k = find (isinf (m) | isnan (m) | ~(s >= 0) | ~(s < Inf));
58    if (any (k))
59        cdf(k) = NaN;
60    end
61
62    k = find (~isinf (m) & ~isnan (m) & (s >= 0) & (s < Inf));
63    if (any (k))
64        cdf(k) = stdnormal_cdf ((x(k) - m(k)) ./ s(k));
65    end
66end
67
68cdf((s == 0) & (x == m)) = 0.5;
69
70end
71