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