tlnorm {ReIns} | R Documentation |
The truncated log-normal distribution
Description
Density, distribution function, quantile function and random generation for the truncated log-normal distribution.
Usage
dtlnorm(x, meanlog = 0, sdlog = 1, endpoint = Inf, log = FALSE)
ptlnorm(x, meanlog = 0, sdlog = 1, endpoint = Inf, lower.tail = TRUE, log.p = FALSE)
qtlnorm(p, meanlog = 0, sdlog = 1, endpoint = Inf, lower.tail = TRUE, log.p = FALSE)
rtlnorm(n, meanlog = 0, sdlog = 1, endpoint = Inf)
Arguments
x |
Vector of quantiles. |
p |
Vector of probabilities. |
n |
Number of observations. |
meanlog |
Mean of the distribution on the log scale, default is 0. |
sdlog |
Standard deviation of the distribution on the log scale, default is 1. |
endpoint |
Endpoint of the truncated log-normal distribution. The default value is |
log |
Logical indicating if the densities are given as |
lower.tail |
Logical indicating if the probabilities are of the form |
log.p |
Logical indicating if the probabilities are given as |
Details
The Cumulative Distribution Function (CDF) of the truncated log-normal distribution is equal to
for
where
is the CDF of the ordinary log-normal distribution and
is the endpoint (truncation point) of the truncated log-normal distribution.
Value
dtlnorm
gives the density function evaluated in ,
ptlnorm
the CDF evaluated in and
qtlnorm
the quantile function evaluated in . The length of the result is equal to the length of
or
.
rtlnorm
returns a random sample of length .
Author(s)
Tom Reynkens.
See Also
Examples
# Plot of the PDF
x <- seq(0, 10, 0.01)
plot(x, dtlnorm(x, endpoint=9), xlab="x", ylab="PDF", type="l")
# Plot of the CDF
x <- seq(0, 10, 0.01)
plot(x, ptlnorm(x, endpoint=9), xlab="x", ylab="CDF", type="l")