LognormalDistFromMoments.java

/*
 * Class:        LognormalDistFromMoments
 * Description:  lognormal distribution
 * Environment:  Java
 * Software:     SSJ 
 * Copyright (C) 2001  Pierre L'Ecuyer and Universite de Montreal
 * Organization: DIRO, Universite de Montreal
 * @author       
 * @since
 *
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 *
 */
package umontreal.ssj.probdist;

public class LognormalDistFromMoments extends LognormalDist {
   public LognormalDistFromMoments(double mean, double var) {
      super(getMu(mean, var), Math.sqrt(getSigma2(mean, var)));
   }
 
   private static double getMu(double mean, double var) {
      final double sigma2 = getSigma2(mean, var);
      return Math.log(mean) - sigma2 / 2.0;
   }
 
   private static double getSigma2(double mean, double var) {
      if (mean <= 0)
         throw new IllegalArgumentException("Mean must be positive");
      if (var <= 0)
         throw new IllegalArgumentException("Variance must be positive");
      return Math.log(var / (mean * mean) + 1);
   }
}