Utilities for the logitnormal distribution in R
Density, distribution, quantile and random generation function.
Estimation of the mode and the first two moments.
Estimation of distribution parameters from observations.
The logitnormal distribution is useful as a prior density for variables that are bounded between 0 and 1, such as proportions. Fig. 1 displays its density for various combinations of parameters mu and sigma.
The package provides the main distribution functions:
random generation function
(0,1) -> (-Inf,Inf):
(-Inf,Inf) -> (0,1):
Moments and mode
Expected value and variance:
from mode and upper quantile:
from mode and constraint to be unimodal and maximally flat:
from median and upper quantile:
from expected value, i.e. mean and upper quantile:
from a confidence interval which is symmetric at normal scale:
from prescribed quantiles:
Frederic, P. & Lad, F. (2008) Two Moments of the Logitnormal Distribution. Communications in Statistics-Simulation and Computation, 37, 1263-1269
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