Lognormal

Lognormal distribution constructor.

Installation

npm install @stdlib/stats-base-dists-lognormal-ctor

Usage

var LogNormal = require( '@stdlib/stats-base-dists-lognormal-ctor' );

LogNormal( [mu, sigma] )

Returns a lognormal distribution object.

var lognormal = new LogNormal();

var mean = lognormal.mean;
// returns ~1.649

By default, mu = 0.0 and sigma = 1.0. To create a distribution having a different mu (location parameter) and sigma (scale parameter), provide the corresponding arguments.

var lognormal = new LogNormal( 2.0, 4.0 );

var mu = lognormal.mean;
// returns ~22026.466

lognormal

A lognormal distribution object has the following properties and methods...

Writable Properties

lognormal.mu

Location parameter of the distribution.

var lognormal = new LogNormal();

var mu = lognormal.mu;
// returns 0.0

lognormal.mu = 3.0;

mu = lognormal.mu;
// returns 3.0

lognormal.sigma

Scale parameter of the distribution. sigma must be a positive number.

var lognormal = new LogNormal( 2.0, 4.0 );

var sigma = lognormal.sigma;
// returns 4.0

lognormal.sigma = 3.0;

sigma = lognormal.sigma;
// returns 3.0

Computed Properties

LogNormal.prototype.entropy

Returns the differential entropy.

var lognormal = new LogNormal( 4.0, 12.0 );

var entropy = lognormal.entropy;
// returns ~7.904

LogNormal.prototype.kurtosis

Returns the excess kurtosis.

var lognormal = new LogNormal( 4.0, 12.0 );

var kurtosis = lognormal.kurtosis;
// returns 1.4243659274306933e+250

LogNormal.prototype.mean

Returns the expected value.

var lognormal = new LogNormal( 4.0, 12.0 );

var mu = lognormal.mean;
// returns 1.0148003881138887e+33

LogNormal.prototype.median

Returns the median.

var lognormal = new LogNormal( 4.0, 12.0 );

var median = lognormal.median;
// returns ~54.598

LogNormal.prototype.mode

Returns the mode.

var lognormal = new LogNormal( 4.0, 12.0 );

var mode = lognormal.mode;
// returns 1.580420060273613e-61

LogNormal.prototype.skewness

Returns the skewness.

var lognormal = new LogNormal( 4.0, 12.0 );

var skewness = lognormal.skewness;
// returns 6.421080152185613e+93

LogNormal.prototype.stdev

Returns the standard deviation.

var lognormal = new LogNormal( 4.0, 12.0 );

var s = lognormal.stdev;
// returns 1.886180808490652e+64

LogNormal.prototype.variance

Returns the variance.

var lognormal = new LogNormal( 4.0, 12.0 );

var s2 = lognormal.variance;
// returns 3.55767804231845e+128

Methods

LogNormal.prototype.cdf( x )

Evaluates the cumulative distribution function (CDF).

var lognormal = new LogNormal( 2.0, 4.0 );

var y = lognormal.cdf( 0.5 );
// returns ~0.25

LogNormal.prototype.logcdf( x )

Evaluates the natural logarithm of the cumulative distribution function (CDF).

var lognormal = new LogNormal( 0.0, 1.0 );

var y = lognormal.logcdf( 2.0 );
// returns ~-0.2799

LogNormal.prototype.logpdf( x )

Evaluates the natural logarithm of the probability density function (PDF).

var lognormal = new LogNormal( 2.0, 4.0 );

var y = lognormal.logpdf( 2.0 );
// returns ~-3.052

LogNormal.prototype.pdf( x )

Evaluates the probability density function (PDF).

var lognormal = new LogNormal( 2.0, 4.0 );

var y = lognormal.pdf( 2.0 );
// returns ~0.047

LogNormal.prototype.quantile( p )

Evaluates the quantile function at probability p.

var lognormal = new LogNormal( 2.0, 4.0 );

var y = lognormal.quantile( 0.5 );
// returns ~7.389

y = lognormal.quantile( 1.9 );
// returns NaN

Examples

var LogNormal = require( '@stdlib/stats-base-dists-lognormal-ctor' );

var lognormal = new LogNormal( 2.0, 1.0 );

var mean = lognormal.mean;
// returns ~12.182

var median = lognormal.median;
// returns ~7.389

var s2 = lognormal.variance;
// returns ~255.016

var y = lognormal.cdf( 0.8 );
// returns ~0.013

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

Community

License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.