nisp_lognormalinv — Computes the Lognormal quantile.
x = nisp_lognormalinv ( p ) x = nisp_lognormalinv ( p , mu ) x = nisp_lognormalinv ( p , mu , sigma )
a matrix of doubles, the probability. Must be in the range [0,1].
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
This function computes the Lognormal quantile.
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...)
// // 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
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