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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

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