normcpdf function

normal cdf/pdf and ders

This function computes the cdf, pdf, and associated derivatives

normcpdf(z, th)

Arguments

• z: vector of responses
• th: th[,1] is mean, th[,2] is standard deviation > 0;

Returns

• out: Matrix of conditional cdf, derivative with respect to parameter, pdf,

Examples

out = normcpdf(2,c(-3,4))

Author(s)

Pavel Krupskii and Bruno N. Remillard, January 20, 2022