faster normcdf function

Based on Marsaglia "Evaluating the Normal Distribution", J. of Stat Soft 11, 4 (July 2004).

Versione 1.1.0.0 (1,87 KB)
2,5K download
(5)
12 ago 2010

Al momento, stai seguendo questo contributo

/*
* Based on:
* Marsaglia, George "Evaluating the Normal Distribution",
* Journal of Statistical Software 11, 4 (July 2004).
* http://www.jstatsoft.org/
*/

http://www.mathworks.com/matlabcentral/newsreader/view_thread/252933#655297

Cita come

Misha Koshelev (2026). faster normcdf function (https://it.mathworks.com/matlabcentral/fileexchange/24373-faster-normcdf-function), MATLAB Central File Exchange. Recuperato .

Informazioni generali

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Versione Pubblicato Note della release
1.1.0.0

Fixed small bug based on user comment. Thank you!

(Indices not appropriately incremented for cases when value far from mean).
1.0.0.0