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])