log_normalPDF

function log_normalPDF(x, mu, sigma)

Description:

Calculates the probability density function


of the log-normal distribution with mean and variance using

Input arguments:

• real*8 :: xThe point where to evaluate the probability density function of the log-normal distribution.

Optional arguments:

• real*8 :: muThe mean of the distribution. If not present, the function uses . Note that this input variable needs to be strictly greater than zero.
• real*8 :: sigmaThe variance of the distribution. If not present, the function uses . Note that this input variable needs to be strictly greater than zero.

Return Value:

• real*8 :: log_normalPDFThe value of the density at x.

References

• 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