Name

nisp_lognormalinv — Computes the Lognormal quantile.

Calling Sequence

   x = nisp_lognormalinv ( p , mu , sigma )
   
   

Parameters

p:

a matrix of doubles, the probability

mu:

a matrix of doubles, the mean of the underlying normal variable

sigma:

a matrix of doubles, the variance of the underlying normal variable

x:

a matrix of doubles

Description

This function computes the Lognormal quantile. This function is vectorized but all the input arguments must have the same size.

Examples

//
// Check the inverse lognormale
mu = 1;
sigma=10;
x=2;
p = nisp_lognormalcdf ( x , mu , sigma ); // 0.4877603
x = nisp_lognormalinv ( p , mu , sigma ) // Must be 2

   

Authors

Copyright (C) 2008-2011 - INRIA - Michael Baudin

Bibliography

Dider Pelat, "Bases et méthodes pour le traitement de données", section 8.2.8, "Loi log-normale".

Wikipedia, Lognormal probability distribution function, http://en.wikipedia.org/wiki/File:Lognormal_distribution_PDF.png

Wikipedia, Lognormal cumulated distribution function, http://en.wikipedia.org/wiki/File:Lognormal_distribution_CDF.png