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.
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.