fslaborg / FSharp.Stats

statistical testing, linear algebra, machine learning, fitting and signal processing in F#
https://fslab.org/FSharp.Stats/
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Lognormal Inv cdf #268

Closed DoganCK closed 1 year ago

DoganCK commented 1 year ago

Thank you for contributing to FSharp.Stats. Please take the time to tell us a bit more about your PR.

Please reference the issue(s) this PR is related to

262 (an addition to it, doesn't close)

Please list the changes introduced in this PR

Description

Uses the exponent of the normal inverse CDF functions which mimics the implementation both in scipy.stats and R.

Tested against qlnorm from R.

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