STDNORMAL_PDF PDF of the standard normal distribution PDF = stdnormal_pdf(X) For each element of X, compute the PDF of the standard normal distribution at X.
0001 function pdf = stdnormal_pdf (x) 0002 % STDNORMAL_PDF PDF of the standard normal distribution 0003 % PDF = stdnormal_pdf(X) 0004 % For each element of X, compute the PDF of the standard normal 0005 % distribution at X. 0006 0007 % Adapted for Matlab (R) from GNU Octave 3.0.1 0008 % Original file: statistics/distributions/stdnormal_pdf.m 0009 % Original author: TT <Teresa.Twaroch@ci.tuwien.ac.at> 0010 0011 % Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2004, 2005, 2006, 0012 % 2007 Kurt Hornik 0013 % Copyright (C) 2008-2009 Dynare Team 0014 % 0015 % This file is part of Dynare. 0016 % 0017 % Dynare is free software: you can redistribute it and/or modify 0018 % it under the terms of the GNU General Public License as published by 0019 % the Free Software Foundation, either version 3 of the License, or 0020 % (at your option) any later version. 0021 % 0022 % Dynare is distributed in the hope that it will be useful, 0023 % but WITHOUT ANY WARRANTY; without even the implied warranty of 0024 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 0025 % GNU General Public License for more details. 0026 % 0027 % You should have received a copy of the GNU General Public License 0028 % along with Dynare. If not, see <http://www.gnu.org/licenses/>. 0029 0030 if (nargin ~= 1) 0031 error('stdnormal_pdf: you should provide one argument'); 0032 end 0033 0034 sz = size(x); 0035 pdf = zeros (sz); 0036 0037 k = find (isnan (x)); 0038 if (any (k)) 0039 pdf(k) = NaN; 0040 end 0041 0042 k = find (~isinf (x)); 0043 if (any (k)) 0044 pdf (k) = (2 * pi)^(- 1/2) * exp (- x(k) .^ 2 / 2); 0045 end 0046 0047 end