faster normcdf function

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

Version 1.1.0.0 (1.87 KB)
2.5K Downloads
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12 Aug 2010

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/*
* 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 (2026). faster normcdf function (https://www.mathworks.com/matlabcentral/fileexchange/24373-faster-normcdf-function), MATLAB Central File Exchange. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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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