lognorm (version 0.1.6)

getParmsLognormForLowerAndUpper: getParmsLognormForLowerAndUpper

Description

Calculates mu and sigma of lognormal from lower and upper quantile.

Usage

getParmsLognormForLowerAndUpper(lower, upper, 
    sigmaFac = qnorm(0.99), isTransScale = FALSE)

Arguments

lower

value at the lower quantile, i.e. practical minimum

upper

value at the upper quantile, i.e. practical maximum

sigmaFac

sigmaFac = 2 is 95% sigmaFac = 2.6 is 99% interval

isTransScale

if true lower and upper are already on log scale

Value

named numeric vector: mu and sigma parameter of the lognormal distribution.

Examples

# NOT RUN {
# sample in normal space
mu <- 5
sigma <- 2
rrNorm <- rnorm(1000, mean = mu, sd = sigma)
# transform to orignal scale
rrOrig <- exp(rrNorm)
# and re-estimate parameters from original scale
res <- getParmsLognormForMedianAndUpper(
  median(rrOrig), quantile(rrOrig, probs = 0.95), sigmaFac = qnorm(0.95))
expected <- c(mu = mu,sigma = sigma)
all.equal(res[1,], expected, tolerance = .1, scale = 1)
# }