normcdf() not working

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dxander
dxander 2015-9-4
评论： dxander 2015-9-5
Initially I was writing a program to evaluate the Black-Scholes formula from given values but when I attempted to include normcdf function I got an error. Not sure what is causing it.
>
> normcdf(.5)
Undefined function 'normcdf' for input arguments of type 'double'.
>> b = normcdf(.7)
Undefined function 'normcdf' for input arguments of type 'double'.
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dxander
dxander 2015-9-5
编辑：dxander 2015-9-5
C:\Program Files\MATLAB\R2014a\toolbox\stats\stats\normcdf.m % Has no license available Thanks for the advice I will download it. Is there a program in base Matlab that does the same?
dxander
dxander 2015-9-5
It works with the new download. 2015b

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回答（1 个）

Star Strider
Star Strider 2015-9-5
Either you need to get a license for it (contact the person responsible for such things in your orgainsation), or if you just want a quick fix (no confidence bounds), this works:
nrmcdf = @(x,m,s) integral(@(t)exp(-(t-m).^2./(2*s.^2)), -Inf, x )./(s*sqrt(2*pi)); % Variable=‘x’, Mean=‘m’, StdDev=‘s’
Q1 = nrmcdf(-1, 0, 1);
Q2 = nrmcdf(+1, 0, 1);
Qd = Q2-Q1;
The ‘Q’ values are for demonstration only, and show the part of the curve between [+1 -1] standard deviations, with mean=0 and std=1.

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