Probabilities::LogNormalCDFInv Function

Overload List

#	Signature	Description
1	double LogNormalCDFInv(double p, double Mu, double sigma);	Log-normal distribution inverse CDF (quantile / PPF).
2	void LogNormalCDFInv(TDenseMtxVec P, double* Mu, double sigma, TDenseMtxVec *Res);	Log-Normql distribution PPF (vectorized).

Log-normal distribution inverse CDF (quantile / PPF).

#	Name	Type	Description
1	p	double	Probability, real value on the closed interval [0,1].
2	Mu	double	Location parameter: mean of ln(x), any real value.
3	sigma	double	Scale parameter: standard deviation of ln(x), real value > 0.

Returns: the value x with LogNormalCDF(x,Mu,sigma)=p. Returns NAN when p < 0, p > 1 or sigma <= 0.

Remarks:

Computes the inverse of the log-normal CDF

inverse CDF(p| mu,sigma) = exp(mu + sqrt(2) sigma erf^(-1)(2p-1)) , p(x)=CDF(x| mu,sigma)

Domain: p in [0,1], sigma > 0. If p not in [0,1] or sigma <= 0 the result is NAN.

See Also: Probabilities::LogNormalPDF, Probabilities::LogNormalCDF

Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler

Log-Normql distribution PPF (vectorized).

#	Name	Type	Description
1	P	TDenseMtxVec *	Defines distribution probabilities, real vector or matrix with values within closed interval [0,1].
2	Mu	double	Distribution location parameter, real value.
3	sigma	double	Distribution scale parameter, real positive value.
4	Res	TDenseMtxVec *	After calculation stores the PPF calculated from P, Mu and sigma. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of P.

Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler