Probabilities::LogNormalPDF Function

Overload List

#SignatureDescription
1double LogNormalPDF(double x, double Mu, double sigma);Log-normal probability density function (PDF).
2void LogNormalPDF(TDenseMtxVec *X, double Mu, double sigma, TDenseMtxVec *Res);Log-Normal PDF (vectorized).

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

Log-normal probability density function (PDF).

#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 probability density function (PDF) at x for log-mean Mu and log-standard-deviation sigma. Returns NAN when sigma <= 0 or x <= 0.

Remarks:

Computes the log-normal PDF (the distribution of X when ln X is normal):

PDF(x| mu,sigma)= 1/(sigma sqrt(2pi) x) exp (-((ln x - mu)^2)/(2sigma ^2) )

Domain: x > 0, mu in R, sigma > 0. If x <= 0 or sigma <= 0 the result is NAN. A scalar form (this one) and a vectorized TDenseMtxVec overload are provided.

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

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

Log-Normal PDF (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 PDF 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