The OpenD Programming Language

logNormalInvCDF

Ditto, with location and scale parameters (by standardizing x).

  1. T logNormalInvCDF(T p)
  2. T logNormalInvCDF(T p, T mean, T stdDev)
    @safe pure nothrow @nogc
    T
    logNormalInvCDF
    (
    T
    )
    (
    const T p
    ,
    const T mean
    ,
    const T stdDev
    )
    if (
    isFloatingPoint!T
    )

Parameters

p T

value to evaluate InvCDF

mean T

location parameter

stdDev T

scale parameter

Examples

import mir.test: shouldApprox;

logNormalInvCDF(0.00).shouldApprox == 0;
logNormalInvCDF(0.25).shouldApprox == 0.5094163;
logNormalInvCDF(0.50).shouldApprox == 1;
logNormalInvCDF(0.75).shouldApprox == 1.963031;
logNormalInvCDF(1.00).shouldApprox == double.infinity;

// Can include location/scale
logNormalInvCDF(0.00, 1, 2).shouldApprox == 0;
logNormalInvCDF(0.25, 1, 2).shouldApprox == 0.7054076;
logNormalInvCDF(0.50, 1, 2).shouldApprox == 2.718282;
logNormalInvCDF(0.75, 1, 2).shouldApprox == 10.47487;
logNormalInvCDF(1.00, 1, 2).shouldApprox == double.infinity;

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