Page 1 of 1

Is there standard normal cumulative distribution function in GAMS?

Posted: Sat May 04, 2019 7:56 am
by linkho
Hi all,

I want to code the following formula in GAMS,

Code: Select all

 R(i)= Phi.[beta*Log10(M(i)/W*D)]
 

Where 'Phi' is a standard normal cumulative distribution function.

Code: Select all


  Scalar beta=0.34, W=70, D=41;
  Parameter M(i)/1 375, 2 450, 3 876,4 212,5 125/;
  
  
I didn't find standard normal cumulative distribution function in GAMS, is it available? How can I code this formulation in GAMS?

Thanks&Best,
Linkho

Re: Is there standard normal cumulative distribution function in GAMS?

Posted: Sat May 04, 2019 4:41 pm
by dirkse
Linkho,

A search for "standard normal" in the GAMS User's Guide at

https://www.gams.com/latest/docs/search.html

gives this page, which mentions the errorf function:

https://www.gams.com/latest/docs/UG_Parameters.html

-Steve

Re: Is there standard normal cumulative distribution function in GAMS?

Posted: Sun May 05, 2019 8:07 pm
by linkho
Hi Steve thanks a lot!