lognormal.h

Go to the documentation of this file.

/*
 * Authors:
 *
 *   Nabil Kemerchou <kemerchn@iro.umontreal.ca>    (2015)
 *   David Munger <mungerd@iro.umontreal.ca>        (2015)
 *   Pierre L'Ecuyer <lecuyer@iro.umontreal.ca>     (2015)
 *
 */

#pragma once
#ifndef CLPROBDIST_LOGNORMALDIST_H
#define CLPROBDIST_LOGNORMALDIST_H

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

typedef struct _clprobdistlLognormal clprobdistLognormal;


//***********************************************************************
// Constructor and Destructor
//***********************************************************************

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

clprobdistStatus clprobdistLognormalDestroy(clprobdistLognormal* dist);

//***********************************************************************
// Implementation with Dist object
//***********************************************************************

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

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

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

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

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

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

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

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

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

//***********************************************************************
// Implementation of static functions
//***********************************************************************

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

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

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

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

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

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

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

#endif