lncdfnc

Purpose

Computes natural log of complement of Normal cumulative distribution function.

Format

y = lncdfnc(x)
Parameters:x (NxK matrix) – values at which to evaluate the complement of the cumulative distribution function.
Returns:y (NxK matrix) –

the natural log of the complement of the cumulative distribution function.

\[ln\ (1 - Pr(X < x))\]

Examples

// Value to compute
x = 0.5;

// Compute complement of the cdf
pc = cdfnc(x);

// Compute ln of the complement of the cdf
lnpc = lncdfnc(x)

print "pc ="; pc;
print "ln(pc)"; lnpc;
pc =
0.30854
ln(pc) =
-1.17591

Source

lncdfn.src