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