function F = spm_Ncdf_jdw(x,u,v) % Cumulative Distribution Function (CDF) for univariate Normal distributions: J.D. Williams aproximation % FORMAT F = spm_Ncdf_jdw(x,u,v) % % x - ordinates % u - mean [Defaults to 0] % v - variance (v>0) [Defaults to 1] % F - pdf of N(u,v) at x (Lower tail probability) %__________________________________________________________________________ % % spm_Ncdf implements the Cumulative Distribution Function (CDF) for % the Normal (Gaussian) family of distributions. % % References: %-------------------------------------------------------------------------- % An Approximation to the Probability Integral % J. D. Williams % The Annals of Mathematical Statistics, Vol. 17, No. 3. (Sep., 1946), pp. % 363-365. % %__________________________________________________________________________ % Copyright (C) 2008 Wellcome Trust Centre for Neuroimaging % Karl Friston % $Id: spm_Ncdf_jdw.m 4836 2012-08-10 15:55:21Z karl $ %-Format arguments %-------------------------------------------------------------------------- if nargin < 3, v = 1; end if nargin < 2, u = 0; end %-Approximate integral %-------------------------------------------------------------------------- x = (x - u)./sqrt(abs(v)); F = sqrt(1 - exp(-(2/pi)*x.^2))/2; i = x < 0; F(i) = -F(i); F = F + 1/2;