log_normalCDF - fabiankindermann/ce-fortran GitHub Wiki

function log_normalCDF(x, mu, sigma)

Calculates the cumulative distribution function

of the log-normal distribution with mean and variance using

• real*8 :: x
  The point where to evaluate the cumulative distribution function of the log-normal distribution.

• real*8 :: mu
  The mean of the distribution. If not present, the function uses . Note that this input variable needs to be strictly greater than zero.
• real*8 :: sigma
  The variance of the distribution. If not present, the function uses . Note that this input variable needs to be strictly greater than zero.

• real*8 :: log_normalCDF
  The value of the cumulative distribution function at x.

• For further reading refer to:
  • Toral, R. & Colet, P. (2014). Stochastic Numerical Methods: An Introduction for Students and Scientists. Weinheim: Wiley.
• This routine is used in the following programs:
  • prog02_15.f90