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LogNorm.h
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1995-02-06
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// 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
#pragma cplusplus
#endif
#define _LogNormal_h
#include <Normal.h>
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