public static double log_normal_cdf(double x, double a, double b)
//****************************************************************************80
//
// Purpose:
//
// LOG_NORMAL_CDF evaluates the Lognormal CDF.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 19 September 2004
//
// Author:
//
// John Burkardt
//
// Parameters:
//
// Input, double X, the argument of the PDF.
// 0.0 < X.
//
// Input, double A, B, the parameters of the PDF.
// 0.0 < B.
//
// Output, double CDF, the value of the CDF.
//
{
double cdf;
switch (x)
{
case <= 0.0:
cdf = 0.0;
break;
default:
{
double logx = Math.Log(x);
cdf = CDF.normal_cdf(logx, a, b);
break;
}
}
return(cdf);
}
public static double half_normal_cdf(double x, double a, double b)
//****************************************************************************80
//
// Purpose:
//
// HALF_NORMAL_CDF evaluates the Half Normal CDF.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 17 October 2004
//
// Author:
//
// John Burkardt
//
// Parameters:
//
// Input, double X, the argument of the CDF.
//
// Input, double A, B, the parameters of the PDF.
// 0.0 < B.
//
// Output, double HALF_NORMAL_CDF, the value of the CDF.
//
{
double cdf;
if (x <= a)
{
cdf = 0.0;
}
else
{
double cdf2 = CDF.normal_cdf(x, a, b);
cdf = 2.0 * cdf2 - 1.0;
}
return(cdf);
}
private static void normal_cdf_test()
//****************************************************************************80
//
// Purpose:
//
// NORMAL_CDF_TEST tests NORMAL_CDF.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 27 February 2007
//
// Author:
//
// John Burkardt
//
{
int i;
int seed = 123456789;
Console.WriteLine("");
Console.WriteLine("NORMAL_CDF_TEST");
Console.WriteLine(" NORMAL_CDF evaluates the Normal CDF;");
Console.WriteLine(" NORMAL_CDF_INV inverts the Normal CDF.");
Console.WriteLine(" NORMAL_PDF evaluates the Normal PDF;");
const double mu = 100.0;
const double sigma = 15.0;
Console.WriteLine("");
Console.WriteLine(" PDF parameter MU = " + mu + "");
Console.WriteLine(" PDF parameter SIGMA = " + sigma + "");
if (!Normal.normal_check(mu, sigma))
{
Console.WriteLine("");
Console.WriteLine("NORMAL_CDF_TEST - Fatal error!");
Console.WriteLine(" The parameters are not legal.");
return;
}
Console.WriteLine("");
Console.WriteLine(" X PDF CDF CDF_INV");
Console.WriteLine("");
for (i = 1; i <= 10; i++)
{
double x = Normal.normal_sample(mu, sigma, ref seed);
double pdf = Normal.normal_pdf(x, mu, sigma);
double cdf = CDF.normal_cdf(x, mu, sigma);
double x2 = CDF.normal_cdf_inv(cdf, mu, sigma);
Console.WriteLine(" "
+ x.ToString(CultureInfo.InvariantCulture).PadLeft(12) + " "
+ pdf.ToString(CultureInfo.InvariantCulture).PadLeft(12) + " "
+ cdf.ToString(CultureInfo.InvariantCulture).PadLeft(12) + " "
+ x2.ToString(CultureInfo.InvariantCulture).PadLeft(12) + "");
}
}
