Overload List
| # | Signature | Description |
|---|---|---|
| 1 | procedure LogNormalCDF(const X: TDenseMtxVec; Mu: Double; sigma: Double; const Res: TDenseMtxVec); | Log-Normal CDF (vectorized). |
| 2 | function LogNormalCDF(x: Double; Mu: Double; sigma: Double): Double; | Log-normal cumulative distribution function (CDF). |
Overload 1: procedure LogNormalCDF(const X: TDenseMtxVec; Mu: Double; sigma: Double; const Res: TDenseMtxVec);
Log-Normal CDF (vectorized).
| # | Name | Description |
|---|---|---|
| 1 | X | Defines distribution domain, real vector or matrix with positive real values or zeros. |
| 2 | Mu | Distribution location parameter, real value. |
| 3 | sigma | Distribution scale parameter, real positive value. |
| 4 | Res | 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. |
Result: stored in self (calling object)
Overload 2: function LogNormalCDF(x: Double; Mu: Double; sigma: Double): Double;
Log-normal cumulative distribution function (CDF).
| # | Name | Description |
|---|---|---|
| 1 | x | Function domain, real value > 0. |
| 2 | Mu | Location parameter: mean of ln(x), any real value. |
| 3 | sigma | Scale parameter: standard deviation of ln(x), real value > 0. |
Returns: Double - 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 and is monotone non-decreasing. If x <= 0 or sigma <= 0 the result is NAN.