log_normcdf

Quadratic approximation of <code>log(pnorm(x))</code> with modest accuracy over the range -4 to 4.

An object-oriented modeling language for disciplined
convex programming (DCP) as described in Fu, Narasimhan, and Boyd
(2020, <doi:10.18637/jss.v094.i14>). It allows the user to
formulate convex optimization problems in a natural way following
mathematical convention and DCP rules. The system analyzes the
problem, verifies its convexity, converts it into a canonical
form, and hands it off to an appropriate solver to obtain the
solution. This version uses the S7 object system for improved
performance and maintainability.

Anqi Fu

CVXR

Disciplined Convex Optimization

Balasubramanian Narasimhan

Steven Diamond

John Miller

Stephen Boyd

log_normcdf function

<dl><dt>x</dt>
<dd>An Expression or numeric value.</dd></dl>

Arguments

Elementwise log of the standard normal CDF — log_normcdf

<dl>

<dt>x</dt>
<dd>An Expression or numeric value.</dd>

</dl>

log_normcdf: Elementwise log of the standard normal CDF

Description

Usage

Value

Arguments