From 50ca87fcc147f700382b669cf623a02485acdf37 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
<stepan@dynare.org>
Date: Sat, 19 Oct 2019 18:51:31 +0200
Subject: [PATCH] Added normcdf function in Utils module.
Cannot use normcdf from StatsFuns because the ordering of the inputs
are different.
---
REQUIRE | 3 ++-
src/Utils.jl | 18 +++++++++++++++++-
2 files changed, 19 insertions(+), 2 deletions(-)
diff --git a/REQUIRE b/REQUIRE
index d4e0ff3..22417eb 100644
--- a/REQUIRE
+++ b/REQUIRE
@@ -1,5 +1,6 @@
-julia 0.6-
+julia 1.0-
Calculus
NLsolve
Suppressor
BinaryProvider
+SpecialFunctions
\ No newline at end of file
diff --git a/src/Utils.jl b/src/Utils.jl
index 6fd7eff..d2c9e6f 100644
--- a/src/Utils.jl
+++ b/src/Utils.jl
@@ -1,6 +1,6 @@
module Utils
##
- # Copyright (C) 2015 Dynare Team
+ # Copyright © 2015-2019 Dynare Team
#
# This file is part of Dynare.
#
@@ -18,6 +18,10 @@ module Utils
# along with Dynare. If not, see <http://www.gnu.org/licenses/>.
##
+import Base: @irrational
+@irrational sqrt2 1.4142135623730950488 sqrt(big(2.0))
+@irrational invsqrt2 0.7071067811865475244 inv(big(sqrt2))
+
export get_power_deriv
function get_power_deriv(x::Float64, p::Real, k::Int)
@@ -33,4 +37,16 @@ function get_power_deriv(x::Float64, p::Real, k::Int)
return dxp
end
+
+using SpecialFunctions
+
+export normcdf
+
+normcdf(z::Number) = erfc(-z * invsqrt2)/2
+
+function normcdf(x::Number, μ::Real, σ::Real)
+ z = (x - μ) / σ
+ normcdf(z)
+end
+
end
--
GitLab