/*
* Mathlib : A C Library of Special Functions
* Copyright (C) 1998 Ross Ihaka
* Copyright (C) 2000 The R Development 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, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA.
*
* DESCRIPTION
*
* The density of the lognormal distribution.
*/
#include "nmath.h"
#include "dpq.h"
double dlnorm(double x, double logmean, double logsd, int give_log)
{
double y;
#ifdef IEEE_754
if (ISNAN(x) || ISNAN(logmean) || ISNAN(logsd))
return x + logmean + logsd;
#endif
if(logsd <= 0) ML_ERR_return_NAN;
if(x <= 0) return R_D__0;
y = (log(x) - logmean) / logsd;
return (give_log ?
-(M_LN_SQRT_2PI + 0.5 * y * y + log(x * logsd)) :
M_1_SQRT_2PI * exp(-0.5 * y * y) / (x * logsd));
/* M_1_SQRT_2PI = 1 / sqrt(2 * pi) */
}
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