STK++ 0.9.13
STK_Law_LogNormal.cpp
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1/*--------------------------------------------------------------------*/
2/* Copyright (C) 2004-2016 Serge Iovleff
3
4 This program is free software; you can redistribute it and/or modify
5 it under the terms of the GNU Lesser General Public License as
6 published by the Free Software Foundation; either version 2 of the
7 License, or (at your option) any later version.
8
9 This program is distributed in the hope that it will be useful,
10 but WITHOUT ANY WARRANTY; without even the implied warranty of
11 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
12 GNU Lesser General Public License for more details.
13
14 You should have received a copy of the GNU Lesser General Public
15 License along with this program; if not, write to the
16 Free Software Foundation, Inc.,
17 59 Temple Place,
18 Suite 330,
19 Boston, MA 02111-1307
20 USA
21
22 Contact : S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
23*/
24
25/*
26 * Project: stkpp::STatistiK::Law
27 * Purpose: LogNormal probability distribution.
28 * Author: Serge Iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
29 **/
30
36#ifndef IS_RTKPP_LIB
37#include "../include/STK_Law_LogNormal.h"
38#endif
39
40namespace STK
41{
42
43namespace Law
44{
45
46#ifndef IS_RTKPP_LIB
47
48/* @brief Generate a pseudo log-normalized LogNormal random variate.
49 *
50 * Generate a pseudo log-normalized LogNormal random variate
51 * with location parameter @c mu_ and sigma @c sigma_.
52 * @return a pseudo log-normal random variate
53 **/
55{
56 return 0;
57}
58/* @param x a real value
59 * @return the value of the log-normal pdf at @c x
60 **/
61Real LogNormal::pdf( Real const& x) const
62{
63 return 0;
64}
65/* @return Give the value of the log-pdf at x.
66 * @param x a real value
67 **/
68Real LogNormal::lpdf( Real const& x) const
69{
70 return 0;
71}
72/* @brief Compute the cumulative distribution function at t of
73 * the standard log-normal distribution.
74 * @param t a real value
75 * @return the cumulative distribution function value at t
76 **/
77Real LogNormal::cdf( Real const& t) const
78{
79 return 0;
80}
81/* @brief Compute the inverse cumulative distribution function at p
82 * of the standard log-normal distribution.
83 *
84 * @param p a probability number.
85 * @return the inverse cumulative distribution function value at p.
86 **/
87Real LogNormal::icdf( Real const& p) const
88{
89 return 0;
90}
91
92/* @brief Generate a pseudo LogNormal random variate.
93 *
94 * Generate a pseudo LogNormal random variate with location @c mu and
95 * sigma @c sigma parameters.
96 * @param mu location of the LogNormal distribution
97 * @param sigma sigma of the LogNormal distribution
98 * @return a pseudo log-normal random variate, centered in @c mu and with
99 * sigma @c sigma
100 **/
101Real LogNormal::rand( Real const& mu, Real const& sigma)
102{
103 return 0;
104}
105/* @param x a real value
106 * @param mu location of the log-normal law
107 * @param sigma sigma of the log-normal law
108 * @return the value of the log-normal pdf at @c x
109 **/
110Real LogNormal::pdf( Real const& x, Real const& mu, Real const& sigma)
111{
112 return 0;
113}
114/* @return Give the value of the log-pdf at x.
115 * @param x a real value
116 * @param mu location of the log-normal law
117 * @param sigma sigma of the log-normal law
118 **/
119Real LogNormal::lpdf( Real const& x, Real const& mu, Real const& sigma)
120{
121 return 0;
122}
123/* @brief Compute the cumulative distribution function at t of
124 * the standard log-normal distribution.
125 * @param t a real value
126 * @param mu, sigma location and sigma of the log-normal law
127 * @return the cumulative distribution function value at t
128 **/
129Real LogNormal::cdf( Real const& t, Real const& mu, Real const& sigma)
130{
131 return 0;
132}
133/* @brief Compute the inverse cumulative distribution function at p
134 * of the standard log-normal distribution.
135 *
136 * @param p a probability number.
137 * @param mu, sigma location and sigma of the log-normal law
138 * @return the inverse cumulative distribution function value at p.
139 **/
140Real LogNormal::icdf( Real const& p, Real const& mu, Real const& sigma)
141{
142 return 0;
143}
144
145#endif
146
147
148} // namespace Law
149
150} // namespace STK
virtual Real cdf(Real const &t) const
Compute the cumulative distribution function at t of the standard log-normal distribution.
virtual Real lpdf(Real const &x) const
virtual Real icdf(Real const &p) const
Compute the inverse cumulative distribution function at p of the standard log-normal distribution.
Real rand() const
Generate a pseudo log-normalized LogNormal random variate.
virtual Real pdf(Real const &x) const
The MultidimRegression class allows to regress a multidimensional output variable among a multivariat...
double Real
STK fundamental type of Real values.
The namespace STK is the main domain space of the Statistical ToolKit project.