Overload List
| # | Signature | Description |
|---|---|---|
| 1 | procedure LogNormalCDFInv(const P: TDenseMtxVec; Mu: Double; sigma: Double; const Res: TDenseMtxVec); | Log-Normql distribution PPF (vectorized). |
| 2 | function LogNormalCDFInv(p: Double; Mu: Double; sigma: Double): Double; | Log-normal distribution inverse CDF (quantile / PPF). |
Overload 1: procedure LogNormalCDFInv(const P: TDenseMtxVec; Mu: Double; sigma: Double; const Res: TDenseMtxVec);
Log-Normql distribution PPF (vectorized).
| # | Name | Description |
|---|---|---|
| 1 | P | Defines distribution probabilities, real vector or matrix with values within closed interval [0,1]. |
| 2 | Mu | Distribution location parameter, real value. |
| 3 | sigma | Distribution scale parameter, real positive value. |
| 4 | Res | 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. |
Result: stored in self (calling object)
Overload 2: function LogNormalCDFInv(p: Double; Mu: Double; sigma: Double): Double;
Log-normal distribution inverse CDF (quantile / PPF).
| # | Name | Description |
|---|---|---|
| 1 | p | Probability, real value on the closed interval [0,1]. |
| 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 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.