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Markus Hahn

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Comments and Ratings by Markus View all
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07 Oct 2010 faster normcdf function Based on Marsaglia "Evaluating the Normal Distribution", J. of Stat Soft 11, 4 (July 2004). Author: Misha Koshelev

It's a nice mex file.
On my machine it's about 4 times faster than normcdf.
However ...
... there is (for the sake of speed) no error checkin: phi(nan) crashes Matlab (at least on my machine).
So I would prefer to use simply 0.5 * erfc(-z ./ sqrt(2)), which is as fast as phi, and much more robust.

07 Oct 2010 faster normcdf function Based on Marsaglia "Evaluating the Normal Distribution", J. of Stat Soft 11, 4 (July 2004). Author: Misha Koshelev

05 Jun 2009 Eiffient Bivariate KDE (2Dim) Bivariate Kamma Kernel Density Estimate for large data set Author: Taesam Lee

Slow, insufficient documentation, how to set parameters? Needs some revision!

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