GenerateLogNormalDistribution: Generate arbitrary distribution of a shifted-lognormal...
In R-Finance/Meucci: Collection of functionality ported from the MATLAB code of Attilio Meucci.
Description
Usage
Arguments
Value
Author(s)
Description
X = a + e^{ m + sZ }
(formula 14)
Usage
1
GenerateLogNormalDistribution(J, a, m, s)
Arguments
J
a numeric with the number of scenarios
a
a numeric with the location shift parameter.
Mean of distribution will be exp(a)
m
log of the mean of the distribution
s
log of the standard deviation of the
distribution
Value
X a numeric vector with i.i.d. lognormal samples based on
parameters J, a, m, and s where X = a + exp( m + s * Z )
Author(s)
Ram Ahluwalia rahluwalia@gmail.com
R-Finance/Meucci documentation built on May 8, 2019, 3:52 a.m.
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Description Usage Arguments Value Author(s)
Description
X = a + e^{ m + sZ }
(formula 14)
Usage
1 | GenerateLogNormalDistribution(J, a, m, s)
|
Arguments
J |
a numeric with the number of scenarios |
a |
a numeric with the location shift parameter. Mean of distribution will be exp(a) |
m |
log of the mean of the distribution |
s |
log of the standard deviation of the distribution |
Value
X a numeric vector with i.i.d. lognormal samples based on parameters J, a, m, and s where X = a + exp( m + s * Z )
Author(s)
Ram Ahluwalia rahluwalia@gmail.com
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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