LOG_NORMAL
The Log Normal Probability Density Function

LOG_NORMAL is a C++ library which can evaluate quantities associated with the log normal Probability Density Function (PDF).

If X is a variable drawn from the log normal distribution, then correspondingly, the logarithm of X will have the normal distribution.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

LOG_NORMAL is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

LOG_NORMAL_TRUNCATED_AB, a C++ library which returns quantities associated with the log normal Probability Distribution Function (PDF) truncated to the interval [A,B].

NORMAL, a C++ library which samples the normal distribution.

PROB, a C++ library which evaluates, samples, inverts, and characterizes a number of Probability Density Functions (PDF's) and Cumulative Density Functions (CDF's), including anglit, arcsin, benford, birthday, bernoulli, beta_binomial, beta, binomial, bradford, burr, cardiod, cauchy, chi, chi squared, circular, cosine, deranged, dipole, dirichlet mixture, discrete, empirical, english sentence and word length, error, exponential, extreme values, f, fisk, folded normal, frechet, gamma, generalized logistic, geometric, gompertz, gumbel, half normal, hypergeometric, inverse gaussian, laplace, levy, logistic, log normal, log series, log uniform, lorentz, maxwell, multinomial, nakagami, negative binomial, normal, pareto, planck, poisson, power, quasigeometric, rayleigh, reciprocal, runs, sech, semicircular, student t, triangle, uniform, von mises, weibull, zipf.

TRUNCATED_NORMAL, a C++ library which works with the truncated normal distribution over [A,B], or [A,+oo) or (-oo,B], returning the probability density function (PDF), the cumulative density function (CDF), the inverse CDF, the mean, the variance, and sample values.

UNIFORM, a C++ library which samples the uniform distribution.

Source Code:

• log_normal.cpp, the source code.
• log_normal.hpp, the include file.

Examples and Tests:

• log_normal_test.cpp a sample calling program.
• log_normal_test.txt, the output file.

List of Routines:

• LOG_NORMAL_CDF evaluates the Lognormal CDF.
• LOG_NORMAL_CDF_INV inverts the Lognormal CDF.
• LOG_NORMAL_CDF_VALUES returns some values of the Log Normal CDF.
• LOG_NORMAL_CHECK checks the parameters of the Lognormal PDF.
• LOG_NORMAL_MEAN returns the mean of the Lognormal PDF.
• LOG_NORMAL_PDF evaluates the Lognormal PDF.
• LOG_NORMAL_SAMPLE samples the Lognormal PDF.
• LOG_NORMAL_VARIANCE returns the variance of the Lognormal PDF.
• LOG_SERIES_CDF evaluates the Logarithmic Series CDF.
• NORMAL_01_CDF evaluates the Normal 01 CDF.
• NORMAL_01_CDF_INV inverts the standard normal CDF.
• NORMAL_CDF evaluates the Normal CDF.
• NORMAL_CDF_INV inverts the Normal CDF.
• NORMAL_CHECK checks the parameters of the Normal PDF.
• R8_UNIFORM_01 returns a unit pseudorandom R8.
• R8POLY_VALUE evaluates a double precision polynomial.
• R8VEC_MAX returns the value of the maximum element in an R8VEC.
• R8VEC_MEAN returns the mean of an R8VEC.
• R8VEC_MIN returns the value of the minimum element in an R8VEC.
• R8VEC_VARIANCE returns the variance of an R8VEC.
• TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the C++ source codes.