urlnorm function

UNU.RAN Log-Normal random variate generator

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.

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 0 and 1, respectively.
• lb: lower bound of (truncated) distribution.
• ub: upper bound of (truncated) distribution.

Details

The Log-Normal distribution has density

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).

See Also

runif and .Random.seed about random number generation, unuran for the UNU.RAN class, and rlnorm for the built-in generator.

References

W. H"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg

Author(s)

Josef Leydold and Wolfgang H"ormann unuran@statmath.wu.ac.at .

Note

This function is wrapper for the UNU.RAN class in . 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.

Examples

## Create a sample of size 1000
x <- urlnorm(n=1000)