Name

logn_inv — lognormal cumulative distribution

CALLING SEQUENCE

[linv]=logn_inv(x,a,v)

PARAMETERS

Input

• x = variable vector (nx1)

• a = mean vector (default=1)

• v = variance vector (default=1)

Output

• linv = (nxm) vector containing pdf for each x

DESCRIPTION

Computes inverse cdf (quantile) of the lognormal distribution.

EXAMPLE

x=logn_inv([0.1 0.5 0.9],2*ones(1,3),3*ones(1,3))
// Provide a (1x3) vector of the cumulative distribution function of a lognormal law with mean log(2) and variance 3 (for the log of the law) at values 0.1, 0.5 and 0.9.
x=logn_inv([1:9]'/10)
// Provides a (9x1) vector of the cumulative distribution function of a lognormal law of mean 0 and variance 1 (for the log of the law) at values 0.1, 0.2,…0.9. 

               

AUTHOR

Eric Dubois 2002