Overload List
| # | Signature | Description |
|---|---|---|
| 1 | procedure LogNormalPDF(const X: TDenseMtxVec; Mu: Double; sigma: Double; const Res: TDenseMtxVec); | Log-Normal PDF (vectorized). |
| 2 | function LogNormalPDF(x: Double; Mu: Double; sigma: Double): Double; | Log-normal probability density function (PDF). |
Overload 1: procedure LogNormalPDF(const X: TDenseMtxVec; Mu: Double; sigma: Double; const Res: TDenseMtxVec);
Log-Normal PDF (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 PDF 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 LogNormalPDF(x: Double; Mu: Double; sigma: Double): Double;
Log-normal probability density function (PDF).
| # | 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 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.