lncdfn

Purpose

Computes natural log of Normal cumulative distribution function.

Format

lnp = lncdfn(x)
Parameters:x (NxK matrix or N-dimensional array) – values at which to evaluate the cumulative distribution function.
Returns:lnp (NxK matrix or N-dimensional array) –

The natural log of the normal cumulative distribution function

\[ln\big(Pr(X < x)\big)\]

Examples

// Starting x
x = { 0.0506, 0.1886, 0.3781, 0.5763 };

// Call the cdfN2
print lncdfn(x);

After the above code:

-0.65358
-0.55374
-0.43491
-0.33157

Source

lncdfn.src