logNormalICDF - 2024.1 English

Vitis Libraries

Release Date
2024-08-06
Version
2024.1 English
#include "xf_fintech/normal_distribution.hpp"
template <typename DT>
DT logNormalICDF (
    DT average,
    DT sigma,
    DT y
    )

logNormalICDF it implement a inverse cumulative distribution function for log-normal distribution

Parameters:

DT data type supported include float and double
average the expected value of the distribution
sigma the standard deviation of the distribution
y input of the distribution

Returns:

return the result of log-normal distribution