Runuran (version 0.21.0)

urlnorm: UNU.RAN Log-Normal random variate generator

Description

UNU.RAN random variate generator for the Log-Normal distribution whose logarithm has mean equal to meanlog and standard deviation equal to sdlog. It also allows sampling from the truncated distribution. [Special Generator] -- Sampling Function: Log-Normal.

Usage

urlnorm(n, meanlog=0, sdlog=1, lb=0, ub=Inf)

Arguments

n

size of required sample.

meanlog, sdlog

mean and standard deviation of the distribution on the log scale. If not not specified they assume the default values of 0 and 1, respectively.

lb

lower bound of (truncated) distribution.

ub

upper bound of (truncated) distribution.

Details

The Log-Normal distribution has density $$f(x) = \frac{1}{\sqrt{2\pi}\sigma x} e^{-(\log(x) - \mu)^2/2 \sigma^2}$$ where $\mu$ and $\sigma$ are the mean and standard deviation of the logarithm.

The generation algorithm uses fast numerical inversion. The parameters lb and ub can be used to generate variates from the Log-Normal distribution truncated to the interval (lb,ub).

References

W. H"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg

See Also

runif and .Random.seed about random number generation, unuran for the UNU.RAN class, and rlnorm for the Rbuilt-in generator.

Examples

## Create a sample of size 1000
x <- urlnorm(n=1000)