normcdf() not working
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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'.
4 个评论
Star Strider
2015-9-4
It’s in the Statistics Toolbox. Do you have it?
the cyclist
2015-9-4
What do you get if you type
which -all normcdf
dxander
2015-9-5
回答（1 个）
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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