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comparison scripts/statistics/distributions/stdnormal_cdf.m @ 10523:e74bff13aa26

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improve stdnormal_cdf accuracy by using erfc (bug #29543)
author Jaroslav Hajek <highegg@gmail.com>
date Thu, 15 Apr 2010 21:10:07 +0200
parents a1dbe9d80eee
children 1740012184f9
comparison
equal deleted inserted replaced
10522:6538ff562949 10523:e74bff13aa26
35 sz = size (x); 35 sz = size (x);
36 if (numel(x) == 0) 36 if (numel(x) == 0)
37 error ("stdnormal_cdf: x must not be empty"); 37 error ("stdnormal_cdf: x must not be empty");
38 endif 38 endif
39 39
40 cdf = (ones (sz) + erf (x / sqrt (2))) / 2; 40 cdf = erfc (x / (-sqrt(2))) / 2;
41 41
42 endfunction 42 endfunction
43 43
44 44
45 45