API of the lognormal distribution. More...

#include "clProbDist/clProbDist.h"
#include "clProbDist/continuous.h"

Typedefs
typedef struct _clprobdistlLognormal	clprobdistLognormal
	Lognormal distribution object [device]. More...

Functions
Functions to create and destroy distribution objects
clprobdistLognormal *	clprobdistLognormalCreate (cl_double mu, cl_double sigma, size_t bufSize, clprobdistStatus err)
	Create a distribution object. More...

clprobdistStatus	clprobdistLognormalDestroy (clprobdistLognormal *dist)
	Destroy a distribution object. More...

Functions for use with a distribution object
cl_double	clprobdistLognormalDensityWithObject (const clprobdistLognormal dist, cl_double x, clprobdistStatus err)
	Probability density function [device]. More...

cl_double	clprobdistLognormalCDFWithObject (const clprobdistLognormal dist, cl_double x, clprobdistStatus err)
	Cumulative density function [device]. More...

cl_double	clprobdistLognormalComplCDFWithObject (const clprobdistLognormal dist, cl_double x, clprobdistStatus err)
	Complementary CDF or reliability function [device]. More...

cl_double	clprobdistLognormalInverseCDFWithObject (const clprobdistLognormal dist, cl_double u, clprobdistStatus err)
	Inverse cumulative density function [device]. More...

cl_double	clprobdistLognormalMeanWithObject (const clprobdistLognormal dist, clprobdistStatus err)
	Mean of the distribution [device]. More...

cl_double	clprobdistLognormalVarianceWithObject (const clprobdistLognormal dist, clprobdistStatus err)
	Variance of the distribution [device]. More...

cl_double	clprobdistLognormalStdDeviationWithObject (const clprobdistLognormal dist, clprobdistStatus err)
	Standard deviation of the distribution [device]. More...

cl_double	clprobdistLognormalGetMu (const clprobdistLognormal dist, clprobdistStatus err)
	Return the scale parameter. More...

cl_double	clprobdistLognormalGetSigma (const clprobdistLognormal dist, clprobdistStatus err)
	Return the shape parameter. More...

Functions for use with explicit distribution parameters
cl_double	clprobdistLognormalDensity (cl_double mu, cl_double sigma, cl_double x, clprobdistStatus *err)
	Probability density function [device]. More...

cl_double	clprobdistLognormalCDF (cl_double mu, cl_double sigma, cl_double x, clprobdistStatus *err)
	Cumulative density function [device]. More...

cl_double	clprobdistLognormalComplCDF (cl_double mu, cl_double sigma, cl_double x, clprobdistStatus *err)
	Complementary CDF or reliability function [device]. More...

cl_double	clprobdistLognormalInverseCDF (cl_double mu, cl_double sigma, cl_double u, clprobdistStatus *err)
	Inverse cumulative density function [device]. More...

cl_double	clprobdistLognormalMean (cl_double mu, cl_double sigma, clprobdistStatus *err)
	Mean of the distribution [device]. More...

cl_double	clprobdistLognormalVariance (cl_double mu, cl_double sigma, clprobdistStatus *err)
	Variance of the distribution [device]. More...

cl_double	clprobdistLognormalStdDeviation (cl_double mu, cl_double sigma, clprobdistStatus *err)
	Standard deviation of the distribution [device]. More...

Detailed Description

API of the lognormal distribution.

Implementation of clProbDist_template.h for the lognormal distribution, adapted from [5] .

Typedef Documentation

typedef struct _clprobdistlLognormal clprobdistLognormal

Lognormal distribution object [device].

A structure that represents a lognormal distribution object.

Function Documentation

clprobdistLognormal* clprobdistLognormalCreate	(	cl_double	mu,
		cl_double	sigma,
		size_t *	bufSize,
		clprobdistStatus *	err
	)

Create a distribution object.

Create a new lognormal distribution object. Since this function allocates memory for the new distribution object; clprobdistDestroy() must be called to release the allocated memory.

Parameters

[in]	mu	Value of the scale parameter \(\mu\).
[in]	sigma	Value of the shape parameter \(\sigma\).
[out]	bufSize	Size in bytes of the created distribution object, or `NULL`.
[out]	err	Error status variable, or `NULL`.

Returns: New distribution object.

clprobdistStatus clprobdistLognormalDestroy ( clprobdistLognormal * dist )

Destroy a distribution object.

Release the resources associated to a distribution object.

Parameters

[in,out] dist Distribution object.

Returns: Error status.

cl_double clprobdistLognormalDensityWithObject	(	const clprobdistLognormal *	dist,
		cl_double	x,
		clprobdistStatus *	err
	)

Probability density function [device].

Return \(f(x)\), the value at \(x=\)x of the probability density function associated with the distribution object dist.

This function is defined only for continuous distributions (see Implemented distributions).

Parameters

[in]	dist	Distribution object.
[in]	x	Value of \(x\).
[out]	err	Error status variable, or `NULL`.

Returns: Value of \(f(x)\).

cl_double clprobdistLognormalCDFWithObject	(	const clprobdistLognormal *	dist,
		cl_double	x,
		clprobdistStatus *	err
	)

Cumulative density function [device].

Return \(F(x)\), the value at \(x=\)x of the distribution function associated with the distribution object dist.

Parameters

[in]	dist	Distribution object.
[in]	x	Value of \(x\).
[out]	err	Error status variable, or `NULL`.

Returns: Value of \(F(x)\).

cl_double clprobdistLognormalComplCDFWithObject	(	const clprobdistLognormal *	dist,
		cl_double	x,
		clprobdistStatus *	err
	)

Complementary CDF or reliability function [device].

Return \(\bar F(x)\), the value of the complementary distribution function associated with the distribution object dist.

Parameters

[in]	dist	Distribution object.
[in]	x	Value of \(x\).
[out]	err	Error status variable, or `NULL`.

Returns: Value of \(\bar F(x)\).

cl_double clprobdistLognormalInverseCDFWithObject	(	const clprobdistLognormal *	dist,
		cl_double	u,
		clprobdistStatus *	err
	)

Inverse cumulative density function [device].

Return \(F^{-1}(u)\), the value at \(u=\)u of the inverse distribution function associated with the distribution object dist. The type of the return value is cl_int for a discrete distribution of cl_double for a continuous distribution.

Parameters

[in]	dist	Distribution object.
[in]	u	Value of \(u \in [0,1]\).
[out]	err	Error status variable, or `NULL`.

Returns: Value of \(F^{-1}(u)\).

cl_double clprobdistLognormalMeanWithObject	(	const clprobdistLognormal *	dist,
		clprobdistStatus *	err
	)

Mean of the distribution [device].

Return the mean of the distribution associated with the distribution object dist.

Parameters

[in]	dist	Distribution object.
[out]	err	Error status variable, or `NULL`.

Returns: Mean of the distribution.

cl_double clprobdistLognormalVarianceWithObject	(	const clprobdistLognormal *	dist,
		clprobdistStatus *	err
	)

Variance of the distribution [device].

Return the variance of the distribution associated with the distribution object dist.

Parameters

[in]	dist	Distribution object.
[out]	err	Error status variable, or `NULL`.

Returns: Variance of the distribution.

cl_double clprobdistLognormalStdDeviationWithObject	(	const clprobdistLognormal *	dist,
		clprobdistStatus *	err
	)

Standard deviation of the distribution [device].

Return the standard deviation of the distribution associated with the distribution object dist.

Parameters

[in]	dist	Distribution object.
[out]	err	Error status variable, or `NULL`.

Returns: Standard deviation of the distribution.

cl_double clprobdistLognormalGetMu	(	const clprobdistLognormal *	dist,
		clprobdistStatus *	err
	)

Return the scale parameter.

Parameters

[in]	dist	Distribution object.
[out]	err	Error status variable, or `NULL`.

Returns: Scale parameter \(\mu\).

cl_double clprobdistLognormalGetSigma	(	const clprobdistLognormal *	dist,
		clprobdistStatus *	err
	)

Return the shape parameter.

Parameters

[in]	dist	Distribution object.
[out]	err	Error status variable, or `NULL`.

Returns: Shape parameter \(\sigma\).

cl_double clprobdistLognormalDensity	(	cl_double	mu,
		cl_double	sigma,
		cl_double	x,
		clprobdistStatus *	err
	)

Probability density function [device].

See also: clprobdistLognormalDensityWithObject()

Parameters

[in]	mu	Value of the scale parameter \(\mu\).
[in]	sigma	Value of the shape parameter \(\sigma\).
[in]	x	Value of \(x\).
[out]	err	Error status variable, or `NULL`.

Returns: Value of \(f(x)\).

cl_double clprobdistLognormalCDF	(	cl_double	mu,
		cl_double	sigma,
		cl_double	x,
		clprobdistStatus *	err
	)

Cumulative density function [device].

See also: clprobdistLognormalCDFWithObject()

Parameters

[in]	mu	Value of the scale parameter \(\mu\).
[in]	sigma	Value of the shape parameter \(\sigma\).
[in]	x	Value of \(x\).
[out]	err	Error status variable, or `NULL`.

Returns: Value of \(F(x)\).

cl_double clprobdistLognormalComplCDF	(	cl_double	mu,
		cl_double	sigma,
		cl_double	x,
		clprobdistStatus *	err
	)

Complementary CDF or reliability function [device].

See also: clprobdistLognormalComplCDFWithObject()

Parameters

[in]	mu	Value of the scale parameter \(\mu\).
[in]	sigma	Value of the shape parameter \(\sigma\).
[in]	x	Value of \(x\).
[out]	err	Error status variable, or `NULL`.

Returns: Value of \(\bar F(x)\).

cl_double clprobdistLognormalInverseCDF	(	cl_double	mu,
		cl_double	sigma,
		cl_double	u,
		clprobdistStatus *	err
	)

Inverse cumulative density function [device].

See also: clprobdistLognormalInverseCDFWithObject()

Parameters

[in]	mu	Value of the scale parameter \(\mu\).
[in]	sigma	Value of the shape parameter \(\sigma\).
[in]	u	Value of \(u \in [0,1]\).
[out]	err	Error status variable, or `NULL`.

Returns: Value of \(F^{-1}(u)\).

cl_double clprobdistLognormalMean	(	cl_double	mu,
		cl_double	sigma,
		clprobdistStatus *	err
	)

Mean of the distribution [device].

See also: clprobdistLognormalMeanWithObject()

Parameters

[in]	mu	Value of the scale parameter \(\mu\).
[in]	sigma	Value of the shape parameter \(\sigma\).
[out]	err	Error status variable, or `NULL`.

Returns: Mean of the distribution.

cl_double clprobdistLognormalVariance	(	cl_double	mu,
		cl_double	sigma,
		clprobdistStatus *	err
	)

Variance of the distribution [device].

See also: clprobdistLognormalVarianceWithObject()

Parameters

[in]	mu	Value of the scale parameter \(\mu\).
[in]	sigma	Value of the shape parameter \(\sigma\).
[out]	err	Error status variable, or `NULL`.

Returns: Variance of the distribution.

cl_double clprobdistLognormalStdDeviation	(	cl_double	mu,
		cl_double	sigma,
		clprobdistStatus *	err
	)

Standard deviation of the distribution [device].

See also: clprobdistLognormalStdDeviationWithObject()

Parameters

[in]	mu	Value of the scale parameter \(\mu\).
[in]	sigma	Value of the shape parameter \(\sigma\).
[out]	err	Error status variable, or `NULL`.

Returns: Standard deviation of the distribution.

Typedefs

Functions

Detailed Description

Typedef Documentation

Function Documentation