InverseCumulativeDistribution method in LogNormal distribution

Aug 22, 2013 at 7:04 AM
Hello,

Is it possible to have a InverseCumulativeDistribution method in LogNormal distribution ?

Thanks
Aug 22, 2013 at 7:12 AM
Hello again,

In fact, I need to translate the Matlab function "logninv" in c#. ref: http://www.mathworks.fr/fr/help/stats/logninv.html?searchHighlight=logninv

Thank you for helping me

Vinny
Coordinator
Aug 23, 2013 at 6:50 PM
Hi,

I've just added it to the V3 branch, see InvCDF.

Thanks,
Christoph
Marked as answer by cdrnet on 10/3/2013 at 3:34 PM
Aug 28, 2013 at 9:39 AM
Thanks Christoph. It seems good.

I also need the InverseCumulativeDistribution function for the MathNet.Numerics.Distributions.StudentT and MathNet.Numerics.Distributions.ChiSquare classes.

Do you think you can do it too ?

Thanks again,
Vinny
Coordinator
Aug 28, 2013 at 2:58 PM
Not in a short time frame, as we're currently lacking inverse versions of some special functions required for these two, which would need to be implemented first. In the meantime it might be possible to use the new root finding algorithms to evaluate them indirectly, but that would likely be quite slow.

Thanks,
Christoph
Aug 28, 2013 at 3:42 PM
OK Christoph, I'm waiting.

Regards,
Vinny
Coordinator
Aug 29, 2013 at 11:16 AM
Just to make sure there is no misunderstanding here: "not in a short time frame" means that it's unlikely that I'll have time to work on the missing special functions over the next couple months myself. Unless someone else steps in of course.

Thanks,
Christoph