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## Copyright (C) 1995, 1996, 1997 Kurt Hornik
##
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2, or (at your option)
## any later version.
##
## This program is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with this file. If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
## usage: normal_cdf (x [, m, v])
##
## For each element of x, compute the cumulative distribution function
## (CDF) at x of the normal distribution with mean m and variance v.
##
## Default values are m = 0, v = 1.
## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
## Description: CDF of the normal distribution
function cdf = normal_cdf (x, m, v)
if !((nargin == 1) || (nargin == 3))
usage ("normal_cdf (x [, m, v])");
endif
if (nargin == 1)
m = 0;
v = 1;
endif
[retval, x, m, v] = common_size (x, m, v);
if (retval > 0)
error (["normal_cdf: ", ...
"x, m and v must be of common size or scalars"]);
endif
[r, c] = size (x);
s = r * c;
x = reshape (x, 1, s);
m = reshape (m, 1, s);
v = reshape (v, 1, s);
cdf = zeros (1, s);
k = find (isinf (m) | isnan (m) | !(v >= 0) | !(v < Inf));
if any (k)
cdf(k) = NaN * ones (1, length (k));
endif
k = find (!isinf (m) & !isnan (m) & (v > 0) & (v < Inf));
if any (k)
cdf(k) = stdnormal_cdf ((x(k) - m(k)) ./ sqrt (v(k)));
endif
cdf = reshape (cdf, r, c);
endfunction
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