File: lognormal.rb

package info (click to toggle)
ruby-distribution 0.7.0%2Bdfsg-1
  • links: PTS, VCS
  • area: main
  • in suites: jessie, jessie-kfreebsd
  • size: 572 kB
  • ctags: 370
  • sloc: ruby: 4,270; makefile: 5
file content (39 lines) | stat: -rw-r--r-- 1,331 bytes parent folder | download | duplicates (3)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
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 calculate the pdf, cdf and inverse cdf for Beta Distribution.
  #
  module LogNormal
    extend Distributable
    SHORTHAND='lognormal'
    create_distribution_methods

    ##
    # :singleton-method: pdf(x,u,s)
    # Returns PDF of of Lognormal distribution with parameters u (position) and
    # s (deviation)


    ##
    # :singleton-method: cdf(x,u,s)
    # Returns the CDF of 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