/src/r-source/src/nmath/dlnorm.c
Line | Count | Source |
1 | | /* |
2 | | * Mathlib : A C Library of Special Functions |
3 | | * Copyright (C) 2000-2019 The R Core Team |
4 | | * Copyright (C) 1998 Ross Ihaka |
5 | | * |
6 | | * This program is free software; you can redistribute it and/or modify |
7 | | * it under the terms of the GNU General Public License as published by |
8 | | * the Free Software Foundation; either version 2 of the License, or |
9 | | * (at your option) any later version. |
10 | | * |
11 | | * This program is distributed in the hope that it will be useful, |
12 | | * but WITHOUT ANY WARRANTY; without even the implied warranty of |
13 | | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
14 | | * GNU General Public License for more details. |
15 | | * |
16 | | * You should have received a copy of the GNU General Public License |
17 | | * along with this program; if not, a copy is available at |
18 | | * https://www.R-project.org/Licenses/ |
19 | | * |
20 | | * DESCRIPTION |
21 | | * |
22 | | * The density of the lognormal distribution. |
23 | | */ |
24 | | |
25 | | #include "nmath.h" |
26 | | #include "dpq.h" |
27 | | |
28 | | double dlnorm(double x, double meanlog, double sdlog, int give_log) |
29 | 0 | { |
30 | 0 | double y; |
31 | |
|
32 | 0 | #ifdef IEEE_754 |
33 | 0 | if (ISNAN(x) || ISNAN(meanlog) || ISNAN(sdlog)) |
34 | 0 | return x + meanlog + sdlog; |
35 | 0 | #endif |
36 | 0 | if(sdlog < 0) ML_WARN_return_NAN; |
37 | 0 | if(!R_FINITE(x) && log(x) == meanlog) return ML_NAN;/* log(x) - meanlog is NaN */ |
38 | 0 | if(sdlog == 0) |
39 | 0 | return (log(x) == meanlog) ? ML_POSINF : R_D__0; |
40 | 0 | if(x <= 0) return R_D__0; |
41 | | |
42 | 0 | y = (log(x) - meanlog) / sdlog; |
43 | 0 | return (give_log ? |
44 | 0 | -(M_LN_SQRT_2PI + 0.5 * y * y + log(x * sdlog)) : |
45 | 0 | M_1_SQRT_2PI * exp(-0.5 * y * y) / (x * sdlog)); |
46 | | /* M_1_SQRT_2PI = 1 / sqrt(2 * pi) */ |
47 | 0 | } |