require 'distribution/lognormal/gsl' require 'distribution/lognormal/ruby' module Distribution # From Wikipedia: # In probability theory, a log-normal distribution is a probability # distribution of a random variable whose logarithm is normally # distributed. If X is a random variable with a normal distribution, then # Y = exp(X) has a log-normal distribution; likewise, if Y is # log-normally distributed, then X = log(Y) is normally distributed. (This # is true regardless of the base of the logarithmic function: if loga(Y) is # normally distributed, then so is logb(Y), for any two positive numbers # a, b ≠ 1.) # # This module calculates the pdf, cdf and inverse cdf for the Lognormal distribution. # module LogNormal extend Distributable SHORTHAND = 'lognormal' create_distribution_methods ## # :singleton-method: pdf(x,u,s) # Returns the PDF of the Lognormal distribution of x with parameters u (position) and # s (deviation) ## # :singleton-method: cdf(x,u,s) # Returns the CDF of the Lognormal distribution of x with parameters u (position) and # s(deviation) ## # :singleton-method: p_value(pr,u,s) # Return the quantile of the corresponding integral +pr+ # on a lognormal distribution's cdf with parameters z and s end end