Class prob_dens_lognormal (o2scl)

O2scl : Class List

class o2scl::prob_dens_lognormal : public o2scl::prob_dens_positive

Lognormal density function.

The distribution

\[ P(x)=\frac{1}{x \sigma \sqrt{2 \pi}} \exp \left[-\frac{\left(\ln x-\mu\right)^2}{2\sigma^2}\right] \]

This class is experimental.

Public Functions

prob_dens_lognormal()

Create a blank lognormal distribution.

prob_dens_lognormal(double mu, double sigma)

Create lognormal distribution with mean parameter mu and width parameter sigma.

The value of sigma must be larger than zero.

~prob_dens_lognormal()
prob_dens_lognormal(const prob_dens_lognormal &pdg)

Copy constructor.

prob_dens_lognormal &operator=(const prob_dens_lognormal &pdg)

Copy constructor with operator=.

void set_mu_sigma(double mu, double sigma)

Set the maximum and width of the lognormal distribution.

void set_seed(unsigned long int s)

Set the seed.

double operator()() const

Sample from the specified density.

double pdf(double x) const

The normalized density.

double log_pdf(double x) const

The log of the normalized density.

double cdf(double x) const

The cumulative distribution function (from the lower tail)

double invert_cdf(double in_cdf) const

The inverse cumulative distribution function.

double entropy() const

Entropy of the distribution ( \( - \int f \ln f \) )

Protected Attributes

double sigma_

Width parameter.

A value of -1 indicates it is yet unspecified.

double mu_

Central value.

A value of -1 indicates it is yet unspecified.

rng_gsl r

The GSL random number generator.