/* cdf/lognormalinv.c

 * 

 * Copyright (C) 2003, 2007 Brian Gough

 * 

 * This program is free software; you can redistribute it and/or modify

 * it under the terms of the GNU General Public License as published by

 * the Free Software Foundation; either version 3 of the License, or (at

 * your option) any later version.

 * 

 * This program 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

 * General Public License for more details.

 * 

 * You should have received a copy of the GNU General Public License

 * along with this program; if not, write to the Free Software

 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.

 */

#include <config.h>

#include <math.h>

#include <gsl/gsl_math.h>

#include <gsl/gsl_cdf.h>

double

gsl_cdf_lognormal_Pinv (const double P, const double zeta, const double sigma)

{

  double x, u;

  if (P == 1.0)

    {

      return GSL_POSINF;

    }

  else if (P == 0.0)

    {

      return 0.0;

    }

  u = gsl_cdf_ugaussian_Pinv (P);

  x = exp (zeta + sigma * u);

  return x;

}

double

gsl_cdf_lognormal_Qinv (const double Q, const double zeta, const double sigma)

{

  double x, u;

  if (Q == 0.0)

    {

      return GSL_POSINF;

    }

  else if (Q == 1.0)

    {

      return 0.0;

    }

  u = gsl_cdf_ugaussian_Qinv (Q);

  x = exp (zeta + sigma * u);

  return x;

}