urlnorm {Runuran} | R Documentation |
UNU.RAN Log-Normal random variate generator
Description
UNU.RAN random variate generator for the Log-Normal distribution
whose logarithm has mean equal to meanlog
and standard
deviation equal to sdlog
.
It also allows sampling from the truncated distribution.
[Special Generator] – Sampling Function: Log-Normal.
Usage
urlnorm(n, meanlog=0, sdlog=1, lb=0, ub=Inf)
Arguments
n |
size of required sample. |
meanlog , sdlog |
mean and standard deviation of the distribution
on the log scale. If not not specified they assume the default
values of |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
Details
The Log-Normal distribution has density
f(x) = \frac{1}{\sqrt{2\pi}\sigma x} e^{-(\log(x) - \mu)^2/2 \sigma^2}%
where \mu
and \sigma
are the mean and standard
deviation of the logarithm.
The generation algorithm uses fast numerical inversion. The parameters
lb
and ub
can be used to generate variates from
the Log-Normal distribution truncated to the interval (lb
,ub
).
Note
This function is wrapper for the UNU.RAN class in R.
Compared to rlnorm
, urlnorm
is faster, especially for
larger sample sizes.
However, in opposition to rlnorm
vector arguments are ignored,
i.e. only the first entry is used.
Author(s)
Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.
References
W. H\"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg
See Also
runif
and .Random.seed
about random number
generation, unuran
for the UNU.RAN class, and
rlnorm
for the R built-in generator.
Examples
## Create a sample of size 1000
x <- urlnorm(n=1000)