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This manual suggests that it has. However, when I look it in Matlab R2013b, I see only functions sigma, sigmaoptions and sigmaub.

Does Matlab have the function by default?

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sigmaplot belongs to the Control System Toolbox, so you might say that Matlab does not have the function "by default", but only if you have access to that toolbox and have it installed. If that is the case, it is possible that the path is not correctly set.

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