Thanks so much for your positive feedback. Unfortunately, I am currently in my medical residency and have not worked with MATLAB for some time. Thus, I am currently unable to help you find a similar fast implementation to calculate the cdf of a Student's t distribution. Sorry and thanks so much for your positive feedback and rating!
30 Jul 2014
faster normcdf function
Based on Marsaglia "Evaluating the Normal Distribution", J. of Stat Soft 11, 4 (July 2004).
This function is much faster than Matlab's normcdf, congratulations!
I'm agerly looking for a similar fast implementation to calculate the cdf of a t-student distribution. Any ideas where I can find such faster function?
Thank you for sharing this code. I really need a fast 2D interpolation function for my work; but my tests show that this code is even slightly slower than Matlab's interp2. Am I making a mistake in using this?