Home > wafo > wstats > wlogninv.m

wlogninv

PURPOSE ^

Inverse of the Lognormal distribution function

SYNOPSIS ^

x = wlogninv(F,m,v)

DESCRIPTION ^

 WLOGNINV Inverse of the Lognormal distribution function
 
  CALL:  x = wlogninv(F,m,v)
 
         x = inverse cdf for the Lognormal distribution evaluated at F
       m,v = parameters     (default 0 and 1, respectively)
 
  Example:
    F = linspace(0,1,100);
    x = wlogninv(F,0,1);
    plot(F,x)

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

001 function x = wlogninv(F,m,v)
002 %WLOGNINV Inverse of the Lognormal distribution function
003 %
004 % CALL:  x = wlogninv(F,m,v)
005 %
006 %        x = inverse cdf for the Lognormal distribution evaluated at F
007 %      m,v = parameters     (default 0 and 1, respectively)
008 %
009 % Example:
010 %   F = linspace(0,1,100);
011 %   x = wlogninv(F,0,1);
012 %   plot(F,x)
013 
014 
015 % Reference: Cohen & Whittle, (1988) "Parameter Estimation in Reliability
016 % and Life Span Models", p. 59 ff, Marcel Dekker.
017 
018 
019 % Tested on; Matlab 5.3
020 % History: 
021 % revised pab 24.10.2000
022 %  - added comnsize, nargchk
023 %  - added default values
024 %  - fixed a bug: the inversion was not correct 
025 % added ms 10.08.2000
026 
027 error(nargchk(1,3,nargin))
028 if nargin<2|isempty(m),  m=0;  end
029 if nargin<3|isempty(v),  v=1;  end
030 
031 [errorcode, F, m, v] = comnsize (F,m, v);
032 if (errorcode > 0)
033   error ('F, m and v must be of common size or scalar');
034 end
035 x=exp(wnorminv(F,m,v));
036 
037

Mathematical Statistics
Centre for Mathematical Sciences
Lund University with Lund Institute of Technology

Comments or corrections to the WAFO group


Generated on Thu 06-Oct-2005 02:21:16 for WAFO by m2html © 2003