#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