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NISP >> NISP > Support > nisp_lognormalcdf

nisp_lognormalcdf

Computes the Lognormal CDF.

Calling Sequence

p = nisp_lognormalcdf ( x )
p = nisp_lognormalcdf ( x , mu )
p = nisp_lognormalcdf ( x , mu , sigma )

Parameters

x:

a matrix of doubles

mu:

a matrix of doubles, the mean of the underlying normal variable (default mu = 0).

sigma:

a matrix of doubles, the variance of the underlying normal variable (default sigma = 1).

p:

a matrix of doubles, the probability

Description

This function computes the Lognormal Cumulated Density Function.

Any scalar input argument is expanded to a matrix of doubles of the same size as the other input arguments.

Any optional input argument equal to the empty matrix will be set to its default value.

TODO : improve implementation (check inf, nan, etc...)

Examples

// See http://en.wikipedia.org/wiki/File:Lognormal_distribution_CDF.png
scf();
x = linspace ( 0 , 3 , 1000 );
p = nisp_lognormalcdf ( x , 0.0 , 10 );
plot ( x , p , "k" );
p = nisp_lognormalcdf ( x , 0.0 , 3/2 );
plot ( x , p , "b" );
p = nisp_lognormalcdf ( x , 0.0 , 1 );
plot ( x , p , "g" );
p = nisp_lognormalcdf ( x , 0.0 , 1/2 );
plot ( x , p , "y" );
p = nisp_lognormalcdf ( x , 0.0 , 1/4 );
plot ( x , p , "r" );
legend ( ["s=10" "s=3/2" "s=1" "s=1/2" "s=1/4"] );
xtitle("The log-normale cumulated distribution function","X","P(x)");

Authors

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

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