Extends the LognormalDist class with a constructor accepting the mean \(m\) and the variance \(v\) of the distribution as arguments. More...
Inheritance diagram for LognormalDistFromMoments:
Collaboration diagram for LognormalDistFromMoments:
Public Member Functions | |
| LognormalDistFromMoments (double mean, double var) | |
 Public Member Functions inherited from LognormalDist | |
| LognormalDist () | |
Constructs a LognormalDist object with default parameters \(\mu= 0\) and \(\sigma= 1\). | |
| LognormalDist (double mu, double sigma) | |
Constructs a LognormalDist object with parameters \(\mu\) = mu and \(\sigma\) = sigma. | |
| double | density (double x) |
| double | cdf (double x) |
| Returns the distribution function \(F(x)\). More... | |
| double | barF (double x) |
| Returns \(\bar{F}(x) = 1 - F(x)\). More... | |
| double | inverseF (double u) |
| Returns the inverse distribution function \(F^{-1}(u)\), defined in ( inverseF ). More... | |
| double | getMean () |
| Returns the mean of the distribution function. | |
| double | getVariance () |
| Returns the variance of the distribution function. | |
| double | getStandardDeviation () |
| Returns the standard deviation of the distribution function. | |
| double | getMu () |
| Returns the parameter \(\mu\) of this object. | |
| double | getSigma () |
| Returns the parameter \(\sigma\) of this object. | |
| void | setParams (double mu, double sigma) |
| Sets the parameters \(\mu\) and \(\sigma\) of this object. | |
| double [] | getParams () |
| Returns a table containing the parameters of the current distribution, in the order: [ \(\mu\), \(\sigma\)]. | |
| String | toString () |
Returns a String containing information about the current distribution. | |
| Public Member Functions inherited from ContinuousDistribution | |
| abstract double | density (double x) |
| Returns \(f(x)\), the density evaluated at \(x\). More... | |
| double | barF (double x) |
| Returns the complementary distribution function. More... | |
| double | inverseBrent (double a, double b, double u, double tol) |
| Computes the inverse distribution function \(x = F^{-1}(u)\), using the Brent-Dekker method. More... | |
| double | inverseBisection (double u) |
| Computes and returns the inverse distribution function \(x = F^{-1}(u)\), using bisection. More... | |
| double | inverseF (double u) |
| Returns the inverse distribution function \(x = F^{-1}(u)\). More... | |
| double | getMean () |
| Returns the mean. More... | |
| double | getVariance () |
| Returns the variance. More... | |
| double | getStandardDeviation () |
| Returns the standard deviation. More... | |
| double | getXinf () |
| Returns \(x_a\) such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\). More... | |
| double | getXsup () |
| Returns \(x_b\) such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\). More... | |
| void | setXinf (double xa) |
Sets the value \(x_a=\) xa, such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\). More... | |
| void | setXsup (double xb) |
Sets the value \(x_b=\) xb, such that the probability density is 0 everywhere outside the interval \([x_a, x_b]\). More... | |
Additional Inherited Members | |
| Static Public Member Functions inherited from LognormalDist | |
| static double | density (double mu, double sigma, double x) |
| Computes the lognormal density function \(f(x)\) in ( flognormal ). | |
| static double | cdf (double mu, double sigma, double x) |
| Computes the lognormal distribution function, using NormalDist.cdf01. | |
| static double | barF (double mu, double sigma, double x) |
| Computes the lognormal complementary distribution function \(\bar{F}(x)\), using NormalDist.barF01. | |
| static double | inverseF (double mu, double sigma, double u) |
| Computes the inverse of the lognormal distribution function, using NormalDist.inverseF01. | |
| static double [] | getMLE (double[] x, int n) |
| Estimates the parameters \((\mu, \sigma)\) of the lognormal distribution using the maximum likelihood method, from the \(n\) observations \(x[i]\), \(i = 0, 1,…, n-1\). More... | |
| static LognormalDist | getInstanceFromMLE (double[] x, int n) |
| Creates a new instance of a lognormal distribution with parameters \(\mu\) and \(\sigma\) estimated using the maximum likelihood method based on the \(n\) observations \(x[i]\), \(i = 0, 1, …, n-1\). More... | |
| static double | getMean (double mu, double sigma) |
| Computes and returns the mean \(E[X] = e^{\mu+ \sigma^2/2}\) of the lognormal distribution with parameters \(\mu\) and \(\sigma\). More... | |
| static double | getVariance (double mu, double sigma) |
| Computes and returns the variance \(\mbox{Var}[X] = e^{2\mu+ \sigma^2}(e^{\sigma^2} - 1)\) of the lognormal distribution with parameters \(\mu\) and \(\sigma\). More... | |
| static double | getStandardDeviation (double mu, double sigma) |
| Computes and returns the standard deviation of the lognormal distribution with parameters \(\mu\) and \(\sigma\). More... | |
| Public Attributes inherited from ContinuousDistribution | |
| int | decPrec = 15 |
| Protected Attributes inherited from ContinuousDistribution | |
| double | supportA = Double.NEGATIVE_INFINITY |
| double | supportB = Double.POSITIVE_INFINITY |
| Static Protected Attributes inherited from ContinuousDistribution | |
| static final double | XBIG = 100.0 |
| static final double | XBIGM = 1000.0 |
| static final double [] | EPSARRAY |
Detailed Description
Extends the LognormalDist class with a constructor accepting the mean \(m\) and the variance \(v\) of the distribution as arguments.
The mean and variance of a lognormal random variable with parameters \(\mu\) and \(\sigma\) are \(e^{\mu+\sigma^2/2}\) and \(e^{2\mu+ \sigma^2}(e^{\sigma^2} - 1)\) respectively, so the parameters are given by \(\sigma=\sqrt{\ln(v/m^2+1)}\) and \(\mu=\ln(m) - \sigma^2/2\).
The documentation for this class was generated from the following file:
- LognormalDistFromMoments.java
