What is: cdfn(sqrt(rho)*rndn(1,Ns) + sqrt(1-rho)*rndn(N,Ns))

[pierrreg]

Hi
I don't know if this code is an Octave code, but if it is, I would like to
know what this code does:

cdfn(sqrt(rho)*rndn(1,Ns) + sqrt(1-rho)*rndn(N,Ns))

I guess that cdfn is the cumulative distribution function 
and rndn is a random generator that generates a random variable between 0
and 1. 

assuming that Ns=1000, N=100, rho=0.5 
Thank you
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