def lognormcdf(x, mu, tau):
"""Log-normal cumulative density function"""
x = np.atleast_1d(x)
return np.array([0.5*(1-flib.derf(-(np.sqrt(tau/2))*(np.log(y)-mu))) for y in x])
def normcdf(x):
"""Normal cumulative density function."""
x = np.atleast_1d(x)
return np.array([.5*(1+flib.derf(y/sqrt(2))) for y in x])
