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log_normalCDF
Fabian Kindermann edited this page Apr 2, 2021
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function log_normalCDF(x, mu, sigma)
Calculates the cumulative distribution function
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real*8 :: x
The point where to evaluate the cumulative distribution function of the log-normal distribution.
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real*8 :: mu
The mean of the distribution. If not present, the function uses . Note that this input variable needs to be strictly greater than zero. -
real*8 :: sigma
The variance of the distribution. If not present, the function uses . Note that this input variable needs to be strictly greater than zero.
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real*8 :: log_normalCDF
The value of the cumulative distribution function atx
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- For further reading refer to:
- Toral, R. & Colet, P. (2014). Stochastic Numerical Methods: An Introduction for Students and Scientists. Weinheim: Wiley.
- This routine is used in the following programs:
prog02_15.f90