| /* |
| * Mathlib : A C Library of Special Functions |
| * Copyright (C) 1998 Ross Ihaka |
| * Copyright (C) 2000-2014 The R Core Team |
| * |
| * 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) { |
| if(sdlog < 0) ML_ERR_return_NAN; |
| // 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) */ |
| |
| } |