Class: Rubystats::LognormalDistribution

Inherits:
ProbabilityDistribution show all
Includes:
SpecialMath
Defined in:
lib/rubystats/lognormal_distribution.rb

Constant Summary

Constants included from NumericalConstants

NumericalConstants::EPS, NumericalConstants::GAMMA, NumericalConstants::GAMMA_X_MAX_VALUE, NumericalConstants::GOLDEN_RATIO, NumericalConstants::LOG_GAMMA_X_MAX_VALUE, NumericalConstants::MAX_FLOAT, NumericalConstants::MAX_ITERATIONS, NumericalConstants::MAX_VALUE, NumericalConstants::PRECISION, NumericalConstants::SQRT2, NumericalConstants::SQRT2PI, NumericalConstants::TWO_PI, NumericalConstants::XMININ

Instance Attribute Summary

Attributes included from SpecialMath

#log_beta_cache_p, #log_beta_cache_q, #log_beta_cache_res, #log_gamma_cache_res, #log_gamma_cache_x

Instance Method Summary collapse

Methods included from SpecialMath

#beta, #beta_fraction, #complementary_error, #error, #gamma, #gamma_fraction, #gamma_series_expansion, #incomplete_beta, #incomplete_gamma, #log_beta, #log_gamma, #orig_gamma

Methods inherited from ProbabilityDistribution

#cdf, #check_range, #find_root, #get_factorial, #icdf, #mean, #pdf, #rng, #variance

Methods included from ExtraMath

#binomial

Constructor Details

#initialize(meanlog = 0.0, sdlog = 1.0) ⇒ LognormalDistribution

Constructs a lognormal distribution.



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# File 'lib/rubystats/lognormal_distribution.rb', line 9

def initialize(meanlog=0.0, sdlog=1.0)
  raise "Argument Error: standard deviation for log-normal distribution must be positive." if sdlog < 0.0
  @meanlog = meanlog.to_f
  @sdlog = sdlog.to_f      
  @norm = Rubystats::NormalDistribution.new(@meanlog, @sdlog)
end

Instance Method Details

#get_mean ⇒ Object

Returns the mean of the distribution



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# File 'lib/rubystats/lognormal_distribution.rb', line 17

def get_mean 
  return Math.exp(@meanlog + @sdlog**2 / 2.0)
end

#get_standard_deviation ⇒ Object

Returns the standard deviation of the distribution



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# File 'lib/rubystats/lognormal_distribution.rb', line 22

def get_standard_deviation
  return Math.sqrt(get_variance)
end

#get_variance ⇒ Object

Returns the variance of the distribution



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# File 'lib/rubystats/lognormal_distribution.rb', line 27

def get_variance
  return (Math.exp(@sdlog**2) - 1) * Math.exp(2.0 * @meanlog + @sdlog**2)
end