udlnorm: UNU.RAN object for Log Normal distribution

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/distributions.R

Description

Create UNU.RAN object for a Log Normal distribution whose logarithm has mean equal to meanlog and standard deviation equal to sdlog.

[Distribution] – Log Normal.

Usage

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udlnorm(meanlog=0, sdlog=1, lb=0, ub=Inf)

Arguments

meanlog

mean of the distribution on the log scale.

sdlog

standard deviation of the distribution on the log scale.

lb

lower bound of (truncated) distribution.

ub

upper bound of (truncated) distribution.

Details

The log normal distribution has density

f(x) = 1/(sqrt(2 pi) sigma x) e^-((log x - mu)^2 / (2 sigma^2))

where mu is the mean and sigma the standard deviation of the logarithm.

The domain of the distribution can be truncated to the interval (lb,ub).

Value

An object of class "unuran.cont".

Author(s)

Josef Leydold and Wolfgang H\"ormann [email protected].

References

N.L. Johnson, S. Kotz, and N. Balakrishnan (1994): Continuous Univariate Distributions, Volume 1. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 14, p. 207.

See Also

unuran.cont.

Examples

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## Create distribution object for log normal distribution
distr <- udlnorm()
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)

Runuran documentation built on Nov. 17, 2017, 4:40 a.m.