/* * Mathlib : A C Library of Special Functions * Copyright (C) 2000-2019 The R Core Team * Copyright (C) 1998 Ross Ihaka * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 2 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, a copy is available at * https://www.R-project.org/Licenses/ * * DESCRIPTION * * The density of the lognormal distribution. */ #include "nmath.h" #include "dpq.h" double dlnorm(double x, double meanlog, double sdlog, int give_log) { double y; #ifdef IEEE_754 if (ISNAN(x) || ISNAN(meanlog) || ISNAN(sdlog)) return x + meanlog + sdlog; #endif if(sdlog < 0) ML_WARN_return_NAN; if(!R_FINITE(x) && log(x) == meanlog) return ML_NAN;/* log(x) - meanlog is NaN */ if(sdlog == 0) return (log(x) == meanlog) ? ML_POSINF : R_D__0; if(x <= 0) return R_D__0; y = (log(x) - meanlog) / sdlog; return (give_log ? -(M_LN_SQRT_2PI + 0.5 * y * y + log(x * sdlog)) : M_1_SQRT_2PI * exp(-0.5 * y * y) / (x * sdlog)); /* M_1_SQRT_2PI = 1 / sqrt(2 * pi) */ }