dampack (version 1.0.0)

lnorm_params: Calculate location and scale parameters of a log-normal distribution.

Description

Function to calculate the location, \(\mu\), and scale, \(\sigma\), parameteres of a log-normal distribution based on the method of moments (MoM) using the mean \(m\) and variance \(v\) of the non-logarithmized random variable of interest.

Usage

lnorm_params(m = 1, v = 1)

Arguments

m

Scalar with the mean of the random variable.

v

Scalar with the variance of the random variable. (i.e., squared standar error).

Value

A list containing the following:

mu Location parameter of log-normal distribution

sigma Scale parameter of log-normal distribution

Details

Based on method of moments. If \(m\) is the mean and \(v\) is the variance of the random variable, then the the location, \(\mu\), and scale, \(\sigma\), parameteres are computed as follows $$\mu = \ln{(\frac{m}{\sqrt{(1 + \frac{v}{m^2})}})}$$ and $$\sigma = \sqrt{\ln{( 1 + \frac{v}{m^2})}}$$

References

1. Ginos BF. Parameter Estimation for the Lognormal Distribution. Brigham Young University; 2009.

2. Log-normal distribution. (2017, April 20). In Wikipedia, The Free Encyclopedia. Retrieved 16:47, April 23, 2017, from https://en.wikipedia.org/w/index.php?title=Log-normal_distribution&oldid=776357974

Examples

# NOT RUN {
m <- 3
v <- 0.01
lnorm_params(m, v)
# True values: 100, 30, 70
# }