Grocer Function

NAME

logn_inv - lognormal cumulative distribution

CALLING SEQUENCE

[linv]=logn_inv(x,a,v)

PARAMETERS

Input

Output

DESCRIPTION

Computes inverse cdf (quantile) of the lognormal distribution.

EXAMPLES

1) x=logn_inv([0.1 0.5 0.9],2*ones(1,3),3*ones(1,3))
2) x=logn_inv([1:9]'/10)

Example 1 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. Example 2 provide 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