normcdf() not working
9 visualizzazioni (ultimi 30 giorni)
Mostra commenti meno recenti
Initially I was writing a program to evaluate the Black-Scholes formula from given values but when I attempted to include normcdf function I got an error. Not sure what is causing it.
>
> normcdf(.5)
Undefined function 'normcdf' for input arguments of type 'double'.
>> b = normcdf(.7)
Undefined function 'normcdf' for input arguments of type 'double'.
4 Commenti
Risposte (1)
Star Strider
il 5 Set 2015
Either you need to get a license for it (contact the person responsible for such things in your orgainsation), or if you just want a quick fix (no confidence bounds), this works:
nrmcdf = @(x,m,s) integral(@(t)exp(-(t-m).^2./(2*s.^2)), -Inf, x )./(s*sqrt(2*pi)); % Variable=‘x’, Mean=‘m’, StdDev=‘s’
Q1 = nrmcdf(-1, 0, 1);
Q2 = nrmcdf(+1, 0, 1);
Qd = Q2-Q1;
The ‘Q’ values are for demonstration only, and show the part of the curve between [+1 -1] standard deviations, with mean=0 and std=1.
0 Commenti
Vedere anche
Categorie
Scopri di più su Downloads in Help Center e File Exchange
Prodotti
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!