// This may look like C code, but it is really -*- C++ -*- /* Copyright (C) 1988 Free Software Foundation written by Dirk Grunwald (grunwald@cs.uiuc.edu) This file is part of the GNU C++ Library. This library is free software; you can redistribute it and/or modify it under the terms of the GNU Library General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Library General Public License for more details. You should have received a copy of the GNU Library General Public License along with this library; if not, write to the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. */ #ifndef _LogNormal_h #ifdef __GNUG__ #pragma interface #endif #define _LogNormal_h #include class LogNormal: public Normal { protected: double logMean; double logVariance; void setState(); public: LogNormal(double mean, double variance, RNG *gen); double mean(); double mean(double x); double variance(); double variance(double x); virtual double operator()(); }; inline void LogNormal::setState() { double m2 = logMean * logMean; pMean = log(m2 / sqrt(logVariance + m2) ); // from ch@heike.informatik.uni-dortmund.de: // (was pVariance = log((sqrt(logVariance + m2)/m2 )); ) pStdDev = sqrt(log((logVariance + m2)/m2 )); } inline LogNormal::LogNormal(double mean, double variance, RNG *gen) : Normal(mean, variance, gen) { logMean = mean; logVariance = variance; setState(); } inline double LogNormal::mean() { return logMean; } inline double LogNormal::mean(double x) { double t=logMean; logMean = x; setState(); return t; } inline double LogNormal::variance() { return logVariance; } inline double LogNormal::variance(double x) { double t=logVariance; logVariance = x; setState(); return t; } #endif