Probabilities::LogNormalCDF Function

Overload List

#SignatureDescription
1double LogNormalCDF(double x, double Mu, double sigma);Log-normal cumulative distribution function (CDF).
2void LogNormalCDF(TDenseMtxVec *X, double Mu, double sigma, TDenseMtxVec *Res);Log-Normal CDF (vectorized).

Overload 1: double LogNormalCDF(double x, double Mu, double sigma);

Log-normal cumulative distribution function (CDF).

#NameTypeDescription
1xdoubleFunction domain, real value > 0.
2MudoubleLocation parameter: mean of ln(x), any real value.
3sigmadoubleScale parameter: standard deviation of ln(x), real value > 0.

Returns: the log-normal cumulative distribution function (CDF) at x. Returns NAN when sigma <= 0 or x <= 0.

Remarks:

Computes the log-normal CDF

CDF(x| mu,sigma )= 1/2[ 1+erf( (ln x - mu)/(sqrt(2) sigma))]

(clamped to at most 1). Domain: x > 0, sigma > 0; the result lies in [0,1][0,1] and is monotone non-decreasing. If x <= 0 or sigma <= 0 the result is NAN.

See Also: Probabilities::LogNormalPDF, Probabilities::LogNormalCDFInv
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler

Overload 2: void LogNormalCDF(TDenseMtxVec *X, double Mu, double sigma, TDenseMtxVec *Res);

Log-Normal CDF (vectorized).

#NameTypeDescription
1XTDenseMtxVec *Defines distribution domain, real vector or matrix with positive real values or zeros.
2MudoubleDistribution location parameter, real value.
3sigmadoubleDistribution scale parameter, real positive value.
4ResTDenseMtxVec *After calculation stores the CDF calculated from X, Mu and sigma. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X.
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler