blob: 5e2923eea3f02dd58ec015d2a645dbfa92b0f90e [file] [log] [blame]
/* cdf/lognormal.c
*
* Copyright (C) 2003 Brian Gough
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
#include <config.h>
#include <math.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_cdf.h>
double
gsl_cdf_lognormal_P (const double x, const double zeta, const double sigma)
{
double u = (log (x) - zeta) / sigma;
double P = gsl_cdf_ugaussian_P (u);
return P;
}
double
gsl_cdf_lognormal_Q (const double x, const double zeta, const double sigma)
{
double u = (log (x) - zeta) / sigma;
double Q = gsl_cdf_ugaussian_Q (u);
return Q;
}