public static double log_normal_truncated_ab_sample(double mu, double sigma, double a,
double b, ref int seed)
//****************************************************************************80
//
// Purpose:
//
// LOG_NORMAL_TRUNCATED_AB_SAMPLE samples the Log Normal truncated AB PDF.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 27 March 2016
//
// Author:
//
// John Burkardt
//
// Parameters:
//
// Input, double MU, SIGMA, the parameters of the PDF.
// 0.0 < SIGMA.
//
// Input, double A, B, the lower and upper truncation limits.
// A < B.
//
// Input/output, int &SEED, a seed for the random number generator.
//
// Output, double LOG_NORMAL_TRUNCATED_AB_SAMPLE, a sample of the PDF.
//
{
bool check = log_normal_truncated_ab_check(mu, sigma, a, b);
switch (check)
{
case false:
Console.WriteLine("");
Console.WriteLine("LOG_NORMAL_TRUNCATED_AB_SAMPLE - Fatal error!");
Console.WriteLine(" Parameters are not legal.");
return(1);
}
double lncdf_a = CDF.log_normal_cdf(a, mu, sigma);
double lncdf_b = CDF.log_normal_cdf(b, mu, sigma);
double cdf = UniformRNG.r8_uniform_ab(lncdf_a, lncdf_b, ref seed);
double x = CDF.log_normal_cdf_inv(cdf, mu, sigma);
return(x);
}
public static double log_normal_truncated_ab_pdf(double x, double mu, double sigma,
double a, double b)
//****************************************************************************80
//
// Purpose:
//
// LOG_NORMAL_TRUNCATED_AB_PDF evaluates the Log Normal truncated AB PDF.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 27 March 2016
//
// Author:
//
// John Burkardt
//
// Parameters:
//
// Input, double X, the argument of the PDF.
// 0.0 < X
//
// Input, double MU, SIGMA, the parameters of the PDF.
// 0.0 < SIGMA.
//
// Input, double A, B, the lower and upper truncation limits.
// A < B.
//
// Output, double LOG_NORMAL_TRUNCATED_AB_PDF, the value of the PDF.
//
{
double pdf;
bool check = log_normal_truncated_ab_check(mu, sigma, a, b);
switch (check)
{
case false:
Console.WriteLine("");
Console.WriteLine("LOG_NORMAL_TRUNCATED_AB_PDF - Fatal error!");
Console.WriteLine(" Parameters are not legal.");
return(1);
}
if (x <= a)
{
pdf = 0.0;
}
else if (b <= x)
{
pdf = 0.0;
}
else
{
double lncdf_a = CDF.log_normal_cdf(a, mu, sigma);
double lncdf_b = CDF.log_normal_cdf(b, mu, sigma);
double lnpdf_x = log_normal_pdf(x, mu, sigma);
pdf = lnpdf_x / (lncdf_b - lncdf_a);
}
return(pdf);
}
private static void log_normal_cdf_test()
//****************************************************************************80
//
// Purpose:
//
// LOG_NORMAL_CDF_TEST tests LOG_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("LOG_NORMAL_CDF_TEST");
Console.WriteLine(" LOG_NORMAL_CDF evaluates the Log Normal CDF;");
Console.WriteLine(" LOG_NORMAL_CDF_INV inverts the Log Normal CDF.");
Console.WriteLine(" LOG_NORMAL_PDF evaluates the Log Normal PDF;");
const double mu = 10.0;
const double sigma = 2.25;
Console.WriteLine("");
Console.WriteLine(" PDF parameter MU = " + mu + "");
Console.WriteLine(" PDF parameter SIGMA = " + sigma + "");
if (!PDF.log_normal_check(mu, sigma))
{
Console.WriteLine("");
Console.WriteLine("LOG_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 = PDF.log_normal_sample(mu, sigma, ref seed);
double pdf = PDF.log_normal_pdf(x, mu, sigma);
double cdf = CDF.log_normal_cdf(x, mu, sigma);
double x2 = CDF.log_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) + "");
}
}