‡log_normcdf(x) logarithm of cumulative distribution function of standard normal random variable. Concave and increasing. The current implementation is a fairly crude SDP-representable approximation, with modest accuracy over the interval\([-4,4]\); we intend to replace it with a much better ...
Branch: master CVX/functions/log_normcdf.m Go to file Go to file T Go to line L Copy path Cannot retrieve contributors at this time 39 lines (36 sloc) 1.36 KB Raw Blame function y = log_normcdf( x, approx ) %#ok%LOG_NORMCDF Logarithm of the cumulative normal distribution....
‡log_normcdf(x) logarithm of cumulative distribution function of standard normal random variable. Concave and increasing. The current implementation is a fairly crude SDP-representable approximation, with modest accuracy over the interval[-4,4]; we intend to replace it with a much better approxim...
normcdf(((sqrt(n(m))(1-p(m))-k(m)inv_pos(sqrt(n(m)))/sqrt(p(m)(1-p(m))), 0, 1) What’s wrong in the expression given above?I get the error that"Disciplined convex programming error: Cannot perform the operation: {real affine} . {convex}" please if it is possible help...
pf1=normcdf(-bbeta1)%中心点法失效概率 %验算点法 %利用对数正态分布期望与方差公式公式E(X)=exp(μ+σ^2/2),var=(exp(σ^2)-1)*exp(2*μ+σ^2) sLn=sqrt(log(1+sigmaX(1)/muX(1)^2));%对数正态分布方差 mLn=log(muX(1))-sLn*2/2;%对数正态分布均值 ...
It isdefinitelypossible to construct convex expressions that violate the DCP ruleset. For instance, considersqrt(sum(square(x)). This is just a representation of the convex Euclidean norm, but CVXrejectsthis expression as a violation of the rules. Fortunately, you can just usenorm(x)in that ...
cvxpy/atoms/elementwise/log_normcdf.py Outdated ) b = np.array([[3.0, 2.0, 1.0, 0.0, -1.0, -2.5, -3.5]]).reshape(-1, 1) is_scalar = not hasattr(x, "shape") SteveDiamond Jan 27, 2021 Member This is interesting. Normally we use Expression.cast_to_const to make sure ...