How to avoid inf

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antonet il 29 Mag 2014

Risposto: Udit Gupta il 29 Mag 2014

Dear all,

I take the log of difference between two standard normal CDFs,

that is

D=log(normcdf()-normcdf())

but in most of the cases D=inf. Is there a way to avoid having inf?

Thanks in advance,

Udit Gupta il 29 Mag 2014

Log of zero is -Inf. To avoid that add a small number before taking the log. For example -

D = log(normcdf() - normcdf() + 0.00001)

MATLAB Mathematics Elementary Math Exponents and Logarithms

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