lognormal.hpp

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// toolboxes/stats/include/nk/stats/distributions/lognormal.hpp
//
// Lognormal distribution: log(X) ~ N(μ, σ²).
 
#pragma once
 
#include <memory_resource>
#include <nk/value/value.hpp>
 
#include <tuple>
 
namespace nk {

 namespace ops { class RngContext; } }
 
namespace nk::stats {

Value lognpdf(const Value &x, double mu, double sigma,
              std::pmr::memory_resource *mr = nullptr);

Value logncdf(const Value &x, double mu, double sigma,
              std::pmr::memory_resource *mr = nullptr);

Value logninv(const Value &p, double mu, double sigma,
              std::pmr::memory_resource *mr = nullptr);

Value lognrnd(::nk::ops::RngContext &rng, double mu, double sigma, size_t rows = 1, size_t cols = 1,
              std::pmr::memory_resource *mr = nullptr);

std::tuple<double, double> lognstat(double mu, double sigma);
 

} // namespace nk::stats