faster normcdf function

Version 1.1.0.0 (1.87 KB) by Misha Koshelev
Based on Marsaglia "Evaluating the Normal Distribution", J. of Stat Soft 11, 4 (July 2004).
4.6
(5)
2.4K Downloads
Updated 12 Aug 2010

View License

/*
* 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

Cite As

Misha Koshelev (2024). faster normcdf function (https://www.mathworks.com/matlabcentral/fileexchange/24373-faster-normcdf-function), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2008a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Migrate GUIDE Apps in Help Center and MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Published Release Notes
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