Lnorm-class

0th

Percentile

Class "Lnorm"

The log normal distribution has density $$ d(x) = \frac{1}{\sqrt{2\pi}\sigma x} e^{-(\log(x) - \mu)^2/2 \sigma^2}% $$ where $\mu$, by default $=0$, and $\sigma$, by default $=1$, are the mean and standard deviation of the logarithm. C.f. rlnorm

Keywords
distribution
Note

The mean is $E(X) = exp(\mu + 1/2 \sigma^2)$, and the variance $ Var(X) = exp(2*mu + sigma^2)*(exp(sigma^2) - 1)$ and hence the coefficient of variation is $sqrt(exp(sigma^2) - 1)$ which is approximately $\sigma$ when that is small (e.g., $\sigma < 1/2$).

Objects from the Class

Objects can be created by calls of the form Lnorm(meanlog, sdlog). This object is a log normal distribution.

Slots

img
Object of class "Reals": The space of the image of this distribution has got dimension 1 and the name "Real Space".
param
Object of class "LnormParameter": the parameter of this distribution (meanlog and sdlog), declared at its instantiation
r
Object of class "function": generates random numbers (calls function rlnorm)
d
Object of class "function": density function (calls function dlnorm)
p
Object of class "function": cumulative function (calls function plnorm)
q
Object of class "function": inverse of the cumulative function (calls function qlnorm)
.withArith
logical: used internally to issue warnings as to interpretation of arithmetics
.withSim
logical: used internally to issue warnings as to accuracy
.logExact
logical: used internally to flag the case where there are explicit formulae for the log version of density, cdf, and quantile function
.lowerExact
logical: used internally to flag the case where there are explicit formulae for the lower tail version of cdf and quantile function
Symmetry
object of class "DistributionSymmetry"; used internally to avoid unnecessary calculations.

Extends

Class "AbscontDistribution", directly. Class "UnivariateDistribution", by class "AbscontDistribution". Class "Distribution", by class "AbscontDistribution".

Methods

initialize
signature(.Object = "Lnorm"): initialize method
meanlog
signature(object = "Lnorm"): returns the slot meanlog of the parameter of the distribution
meanlog<-
signature(object = "Lnorm"): modifies the slot meanlog of the parameter of the distribution
sdlog
signature(object = "Lnorm"): returns the slot sdlog of the parameter of the distribution
sdlog<-
signature(object = "Lnorm"): modifies the slot sdlog of the parameter of the distribution
*
signature(e1 = "Lnorm", e2 = "numeric"): For the Lognormal distribution we use its closedness under positive scaling transformations.

See Also

LnormParameter-class AbscontDistribution-class Reals-class rlnorm

Aliases
  • Lnorm-class
  • Lnorm
  • initialize,Lnorm-method
Examples
L <- Lnorm(meanlog=1,sdlog=1) # L is a lnorm distribution with mean=1 and sd=1.
r(L)(1) # one random number generated from this distribution, e.g. 3.608011
d(L)(1) # Density of this distribution is 0.2419707 for x=1.
p(L)(1) # Probability that x<1 is 0.1586553.
q(L)(.1) # Probability that x<0.754612 is 0.1.
meanlog(L) # meanlog of this distribution is 1.
meanlog(L) <- 2 # meanlog of this distribution is now 2.
Documentation reproduced from package distr, version 2.6, License: LGPL-3

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