Lnorm {Distributacalcul}R Documentation

Lognormal Distribution

Description

Lognormal distribution with mean μ\mu and variance σ\sigma.

Usage

expValLnorm(meanlog, sdlog)

varLnorm(meanlog, sdlog)

kthMomentLnorm(k, meanlog, sdlog)

expValLimLnorm(d, meanlog, sdlog)

expValTruncLnorm(d, meanlog, sdlog, less.than.d = TRUE)

stopLossLnorm(d, meanlog, sdlog)

meanExcessLnorm(d, meanlog, sdlog)

VatRLnorm(kap, meanlog, sdlog)

TVatRLnorm(kap, meanlog, sdlog)

Arguments

meanlog

location parameter μ\mu.

sdlog

standard deviation σ\sigma, must be positive.

k

kth-moment.

d

cut-off value.

less.than.d

logical; if TRUE (default) truncated mean for values <= d, otherwise, for values > d.

kap

probability.

Details

The Log-normal distribution with mean μ\mu and standard deviation σ\sigma has density:

12πσxe12(ln(x)μσ)2\frac{1}{\sqrt{2\pi}\sigma x}\textrm{e}^{-\frac{1}{2}\left(\frac{\ln(x) - \mu}{\sigma}\right)^2}

for xR+x \in \mathcal{R}^{+}, μR,σ>0\mu \in \mathcal{R}, \sigma > 0.

Value

Function :

Invalid parameter values will return an error detailing which parameter is problematic.

Note

Function VatRLnorm is a wrapper of the qlnorm function from the stats package.

Examples

expValLnorm(meanlog = 3, sdlog = 5)

varLnorm(meanlog = 3, sdlog = 5)

kthMomentLnorm(k = 2, meanlog = 3, sdlog = 5)

expValLimLnorm(d = 2, meanlog = 2, sdlog = 5)

expValTruncLnorm(d = 2, meanlog = 2, sdlog = 5)

# Values greater than d
expValTruncLnorm(d = 2, meanlog = 2, sdlog = 5, less.than.d = FALSE)

stopLossLnorm(d = 2, meanlog = 2, sdlog = 5)

meanExcessLnorm(d = 2, meanlog = 2, sdlog = 5)

VatRLnorm(kap = 0.8, meanlog = 3, sdlog = 5)

TVatRLnorm(kap = 0.8, meanlog = 2, sdlog = 5)


[Package Distributacalcul version 0.4.0 Index]