Computes the Lognormal CDF.
p = nisp_lognormalcdf ( x ) p = nisp_lognormalcdf ( x , mu ) p = nisp_lognormalcdf ( x , mu , sigma )
a matrix of doubles
a matrix of doubles, the mean of the underlying normal variable (default mu = 0).
a matrix of doubles, the variance of the underlying normal variable (default sigma = 1).
a matrix of doubles, the probability
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...)
// 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)");
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