/* cdf/lognormalinv.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., 675 Mass Ave, Cambridge, MA 02139, USA. */ #include #include #include #include double gsl_cdf_lognormal_Pinv (const double P, const double zeta, const double sigma) { double x, u; if (P == 1.0) { return GSL_POSINF; } else if (P == 0.0) { return 0.0; } u = gsl_cdf_ugaussian_Pinv (P); x = exp (zeta + sigma * u); return x; } double gsl_cdf_lognormal_Q (const double Q, const double zeta, const double sigma) { double x, u; if (Q == 0.0) { return GSL_POSINF; } else if (Q == 1.0) { return 0.0; } u = gsl_cdf_ugaussian_Qinv (P); x = exp (zeta + sigma * u); return x; }