Grocer Function
NAME
logn_inv - lognormal cumulative distribution
CALLING SEQUENCE
[linv]=logn_inv(x,a,v)
PARAMETERS
Input
-
x = variable vector (nx1)
-
a = mean vector (default=1)
-
v = variance vector (default=1)
Output
-
linv = (nxm) vector containing pdf for each x
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